+37.0%
MDT vs TTMI
+1,127.6%
-1,090.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.4% | -4.1% | -1.1% |
| 7D | -3.4% | +0.7% | -4.1% | -3.5% |
| 30D | +0.2% | -8.4% | +8.7% | +0.9% |
| 3M | +14.3% | -32.5% | +46.7% | +18.3% |
| 6M | +4.0% | +32.5% | -28.5% | -3.6% |
| YTD | -3.7% | +83.2% | -86.9% | -15.9% |
| 1Y | -0.4% | +161.7% | -162.0% | -19.1% |
| 3Y | +23.3% | +890.1% | -866.8% | -24.7% |
| 5Y | -18.9% | +832.4% | -851.3% | -51.5% |
| All | +37.0% | +1,127.6% | -1,090.6% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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