+2,340.8%
MDT vs TSEM
+11.3%
+2,329.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.8% | -6.7% | +0.7% |
| 7D | +3.2% | +6.9% | -3.7% | +2.8% |
| 30D | +9.5% | +5.3% | +4.2% | +9.0% |
| 3M | +16.0% | -14.9% | +30.9% | +16.0% |
| 6M | +0.2% | +80.0% | -79.8% | -5.4% |
| YTD | -0.3% | +89.4% | -89.6% | -6.3% |
| 1Y | +4.7% | +253.1% | -248.4% | -6.1% |
| 3Y | +26.5% | +642.1% | -615.6% | +6.6% |
| 5Y | -18.2% | +659.1% | -677.3% | -31.7% |
| 10Y | +40.0% | +1,291.4% | -1,251.3% | +10.8% |
| All | +2,340.8% | +11.3% | +2,329.5% | +1,714.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling