+24.6%
MDT vs TSN
+10.3%
+14.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | -0.3% | -7.3% | +7.0% | +1.3% |
| 30D | +2.8% | -8.6% | +11.4% | +4.7% |
| 3M | +13.1% | -7.5% | +20.6% | +14.9% |
| 6M | +2.3% | -14.1% | +16.5% | +5.2% |
| YTD | -2.7% | -9.4% | +6.7% | -1.5% |
| 1Y | +0.9% | -4.1% | +4.9% | +0.2% |
| All | +24.6% | +10.3% | +14.3% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling