+70.1%
MDT vs TT
+725.1%
-655.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.3% |
| 7D | +1.0% | +4.0% | -3.0% | -0.3% |
| 30D | +9.2% | -11.3% | +20.5% | +12.9% |
| 3M | +14.5% | -12.3% | +26.8% | +18.7% |
| 6M | +37.3% | -10.8% | +48.2% | +40.6% |
| YTD | +9.8% | +8.2% | +1.7% | +4.1% |
| 1Y | +10.5% | +1.5% | +9.1% | +7.1% |
| 3Y | +57.4% | +91.5% | -34.0% | +13.5% |
| 5Y | +1.2% | +130.2% | -129.0% | -34.9% |
| All | +70.1% | +725.1% | -655.0% | -35.1% |
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