+42.7%
MDT vs TW
+301.3%
-258.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.7% |
| 7D | +1.0% | +3.9% | -2.9% | +0.1% |
| 30D | +9.2% | +19.9% | -10.8% | +4.6% |
| 3M | +14.5% | +25.9% | -11.5% | +8.4% |
| 6M | +37.3% | +21.1% | +16.2% | +30.8% |
| YTD | +9.8% | +23.9% | -14.1% | +3.4% |
| 1Y | +10.5% | +21.2% | -10.7% | +4.6% |
| 3Y | +57.4% | +44.8% | +12.7% | +39.6% |
| 5Y | +1.2% | +41.4% | -40.2% | -11.1% |
| All | +42.7% | +301.3% | -258.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling