+10.5%
MDT vs TT
-2.3%
+12.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +1.7% |
| 7D | +1.0% | +4.0% | -3.0% | +1.3% |
| 30D | +9.2% | -11.3% | +20.5% | +8.5% |
| 3M | +14.5% | -12.3% | +26.8% | +13.8% |
| 6M | +37.3% | -10.8% | +48.2% | +36.0% |
| YTD | +9.8% | +8.2% | +1.7% | +9.3% |
| 1Y | +10.5% | +1.5% | +9.1% | +11.1% |
| All | +10.5% | -2.3% | +12.8% | +11.1% |
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 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