+1.7%
MDT vs TXG
+24.6%
-22.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.8% |
| 7D | -0.3% | +9.1% | -9.5% | -1.1% |
| 30D | +2.8% | +14.9% | -12.1% | +1.3% |
| 3M | +13.1% | +120.0% | -106.9% | +4.4% |
| 6M | +2.3% | +221.8% | -219.5% | -9.3% |
| YTD | -2.7% | +312.6% | -315.3% | -16.0% |
| 1Y | +0.9% | +398.4% | -397.6% | -15.1% |
| 3Y | +26.8% | +42.1% | -15.3% | +16.3% |
| 5Y | -19.5% | -63.5% | +44.0% | -19.0% |
| All | +1.7% | +24.6% | -22.9% | -21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling