+8,693.3%
MDT vs TT
+15,302.6%
-6,609.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | -0.2% |
| 7D | -3.2% | +3.5% | -6.7% | -4.1% |
| 30D | +10.5% | -11.0% | +21.6% | +13.6% |
| 3M | +13.0% | -12.0% | +25.0% | +16.3% |
| 6M | +38.7% | -10.4% | +49.1% | +41.4% |
| YTD | +8.5% | +9.9% | -1.4% | +4.0% |
| 1Y | +10.0% | +1.5% | +8.6% | +7.7% |
| 3Y | +58.6% | +93.7% | -35.1% | +27.3% |
| 5Y | -0.3% | +139.2% | -139.5% | -25.8% |
| 10Y | +61.3% | +741.5% | -680.2% | -15.4% |
| All | +8,693.3% | +15,302.6% | -6,609.2% | +1,770.0% |
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