+37.0%
MDT vs TSN
-4.9%
+41.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | -3.4% | +3.0% | -6.4% | -4.2% |
| 30D | +0.2% | -4.2% | +4.4% | +1.2% |
| 3M | +14.3% | -3.9% | +18.1% | +15.2% |
| 6M | +4.0% | -9.8% | +13.8% | +6.2% |
| YTD | -3.7% | -7.3% | +3.6% | -2.6% |
| 1Y | -0.4% | -2.2% | +1.9% | -0.9% |
| 3Y | +23.3% | +11.9% | +11.4% | +17.1% |
| 5Y | -18.9% | -16.9% | -1.9% | -17.4% |
| All | +37.0% | -4.9% | +41.9% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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