+2.7%
MDT vs TW
+41.2%
-38.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.7% |
| 7D | +1.0% | +3.9% | -2.9% | +0.4% |
| 30D | +9.2% | +19.9% | -10.8% | +5.9% |
| 3M | +14.5% | +25.9% | -11.5% | +10.2% |
| 6M | +37.3% | +21.1% | +16.2% | +32.7% |
| YTD | +9.8% | +23.9% | -14.1% | +5.3% |
| 1Y | +10.5% | +21.2% | -10.7% | +6.4% |
| 3Y | +57.4% | +44.8% | +12.7% | +45.0% |
| All | +2.7% | +41.2% | -38.6% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling