-19.5%
MDT vs TSN
-20.2%
+0.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.8% |
| 3M | +13.1% | -7.5% | +20.6% | +15.0% |
| 6M | +2.3% | -14.1% | +16.5% | +5.3% |
| YTD | -2.7% | -9.4% | +6.7% | -1.3% |
| 1Y | +0.9% | -4.1% | +4.9% | +0.6% |
| 3Y | +26.8% | +10.3% | +16.5% | +22.0% |
| 5Y | -19.5% | -19.7% | +0.3% | -16.0% |
| All | -19.5% | -20.2% | +0.7% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling