+37.0%
MDT vs TRI
+196.2%
-159.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.2% |
| 7D | -3.4% | -7.9% | +4.5% | -1.1% |
| 30D | +0.2% | -4.5% | +4.7% | +1.2% |
| 3M | +14.3% | +22.1% | -7.8% | +6.5% |
| 6M | +4.0% | -2.8% | +6.8% | +2.9% |
| YTD | -3.7% | -23.4% | +19.7% | +3.2% |
| 1Y | -0.4% | -41.5% | +41.2% | +18.9% |
| 3Y | +23.3% | -19.2% | +42.5% | +22.7% |
| 5Y | -18.9% | -9.4% | -9.5% | -25.1% |
| All | +37.0% | +196.2% | -159.2% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling