+8,795.5%
MDT vs TT
+15,147.4%
-6,352.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.7% | -3.7% | -0.3% |
| 7D | +3.5% | +1.7% | +1.8% | +2.9% |
| 30D | +16.2% | -11.8% | +28.0% | +19.7% |
| 3M | +18.9% | -12.6% | +31.5% | +22.6% |
| 6M | +37.3% | -9.4% | +46.7% | +39.5% |
| YTD | +9.7% | +8.8% | +0.9% | +5.5% |
| 1Y | +15.2% | -2.5% | +17.7% | +13.9% |
| 3Y | +61.8% | +95.7% | -33.9% | +29.4% |
| 5Y | -1.4% | +135.7% | -137.1% | -26.3% |
| 10Y | +61.6% | +750.6% | -689.0% | -15.4% |
| All | +8,795.5% | +15,147.4% | -6,352.0% | +1,796.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling