-18.2%
MDT vs TXG
-62.8%
+44.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -4.0% | -1.0% |
| 7D | -3.4% | +9.5% | -12.9% | -4.1% |
| 30D | +0.2% | +18.8% | -18.6% | -1.3% |
| 3M | +14.3% | +136.1% | -121.9% | +5.5% |
| 6M | +4.0% | +235.2% | -231.2% | -7.2% |
| YTD | -3.7% | +320.5% | -324.2% | -16.0% |
| 1Y | -0.4% | +425.2% | -425.5% | -15.3% |
| 3Y | +23.3% | +42.9% | -19.6% | +13.9% |
| All | -18.2% | -62.8% | +44.6% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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