+37.0%
MDT vs TSEM
+1,313.0%
-1,276.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.9% |
| 7D | -3.4% | -4.9% | +1.5% | -2.9% |
| 30D | +0.2% | -18.7% | +19.0% | +2.1% |
| 3M | +14.3% | -18.1% | +32.4% | +14.9% |
| 6M | +4.0% | +77.1% | -73.1% | -7.3% |
| YTD | -3.7% | +80.1% | -83.8% | -14.9% |
| 1Y | -0.4% | +220.4% | -220.7% | -19.8% |
| 3Y | +23.3% | +650.1% | -626.7% | -17.1% |
| 5Y | -18.9% | +628.9% | -647.8% | -46.7% |
| All | +37.0% | +1,313.0% | -1,276.0% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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