+24.2%
MDT vs TW
+20.3%
+3.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -1.6% | -2.7% | +1.1% | -1.3% |
| 30D | +1.0% | -1.7% | +2.8% | +1.2% |
| 3M | +15.2% | +1.6% | +13.6% | +15.0% |
| 6M | +3.7% | -17.7% | +21.4% | +5.9% |
| YTD | -3.0% | -4.3% | +1.4% | -2.9% |
| 1Y | +2.5% | -13.1% | +15.6% | +3.9% |
| All | +24.2% | +20.3% | +3.9% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling