+19.9%
MDT vs TT
-6.5%
+26.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.7% | +7.8% | +6.0% |
| 7D | +10.7% | -8.5% | +19.2% | +10.0% |
| 30D | +19.3% | -12.8% | +32.1% | +18.2% |
| 3M | +22.8% | -12.9% | +35.6% | +21.7% |
| 6M | +36.4% | -15.2% | +51.6% | +34.9% |
| YTD | +12.1% | +6.2% | +5.9% | +12.3% |
| 1Y | +19.9% | -4.5% | +24.5% | +20.6% |
| All | +19.9% | -6.5% | +26.4% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1y: compounded portfolio wealth divided by compounded TT 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…
1y analysis · Full analysis span regression · 6 months rolling