+40.6%
MDT vs TT
+906.5%
-866.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.3% | +1.4% | -1.7% | -0.8% |
| 30D | +2.8% | -6.7% | +9.4% | +5.1% |
| 3M | +13.1% | -5.4% | +18.5% | +14.5% |
| 6M | +2.3% | +4.4% | -2.0% | -0.3% |
| YTD | -2.7% | +14.9% | -17.6% | -8.9% |
| 1Y | +0.9% | +9.3% | -8.4% | -4.3% |
| 3Y | +26.8% | +121.7% | -94.9% | -13.5% |
| 5Y | -19.5% | +148.2% | -167.6% | -49.1% |
| 10Y | +40.6% | +957.3% | -916.7% | -51.1% |
| All | +40.6% | +906.5% | -866.0% | -51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling