+37.0%
MDT vs TRU
+147.2%
-110.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | -3.4% | -2.7% | -0.7% | -2.7% |
| 30D | +0.2% | -2.0% | +2.3% | +0.6% |
| 3M | +14.3% | +18.4% | -4.2% | +8.7% |
| 6M | +4.0% | +8.9% | -4.9% | +0.6% |
| YTD | -3.7% | -8.9% | +5.3% | -2.9% |
| 1Y | -0.4% | -15.9% | +15.5% | +2.3% |
| 3Y | +23.3% | -1.1% | +24.4% | +14.4% |
| 5Y | -18.9% | -35.2% | +16.3% | -13.4% |
| All | +37.0% | +147.2% | -110.1% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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