-18.3%
MDT vs TW
+19.6%
-37.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -1.6% | -2.7% | +1.1% | -1.1% |
| 30D | +1.0% | -1.7% | +2.8% | +1.3% |
| 3M | +15.2% | +1.6% | +13.6% | +14.7% |
| 6M | +3.7% | -17.7% | +21.4% | +6.7% |
| YTD | -3.0% | -4.3% | +1.4% | -2.9% |
| 1Y | +2.5% | -13.1% | +15.6% | +4.3% |
| 3Y | +26.5% | +20.3% | +6.2% | +19.5% |
| 5Y | -18.3% | +22.0% | -40.2% | -27.1% |
| All | -18.3% | +19.6% | -37.9% | -27.1% |
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 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