+4.7%
MDT vs TW
-15.9%
+20.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.1% |
| 7D | +3.2% | -2.3% | +5.5% | +3.4% |
| 30D | +9.5% | +3.9% | +5.6% | +9.2% |
| 3M | +16.0% | +5.7% | +10.3% | +16.0% |
| 6M | +0.2% | -14.5% | +14.7% | +1.1% |
| YTD | -0.3% | -0.9% | +0.6% | -0.4% |
| 1Y | +4.7% | -13.5% | +18.2% | +6.1% |
| All | +4.7% | -15.9% | +20.6% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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