+8,801.5%
MDT vs TSN
+1,033.0%
+7,768.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | +1.0% | -1.4% | +2.5% | +1.3% |
| 30D | +9.2% | +8.5% | +0.7% | +7.5% |
| 3M | +14.5% | +5.3% | +9.2% | +13.3% |
| 6M | +37.3% | -10.5% | +47.8% | +39.9% |
| YTD | +9.8% | +3.0% | +6.9% | +8.6% |
| 1Y | +10.5% | +12.1% | -1.6% | +7.5% |
| 3Y | +57.4% | +43.1% | +14.3% | +45.4% |
| 5Y | +1.2% | -15.1% | +16.3% | +2.1% |
| 10Y | +63.2% | +14.8% | +48.4% | +51.8% |
| All | +8,801.5% | +1,033.0% | +7,768.5% | +4,377.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling