+454.5%
TEAM vs MDT
+61.0%
+393.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -19.7% | -3.2% | -16.5% | -18.3% |
| 30D | -26.6% | +10.5% | -37.2% | -30.1% |
| 3M | -1.1% | +13.0% | -14.0% | -6.7% |
| 6M | +74.6% | +38.7% | +35.9% | +49.4% |
| YTD | -6.0% | +8.5% | -14.5% | -10.2% |
| 1Y | -3.2% | +10.0% | -13.3% | -8.3% |
| 3Y | -13.5% | +58.6% | -72.1% | -33.3% |
| 5Y | -65.5% | -0.3% | -65.2% | -66.8% |
| 10Y | +454.5% | +61.3% | +393.3% | +314.3% |
| All | +454.5% | +61.0% | +393.5% | +314.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 10y: compounded portfolio wealth divided by compounded MDT 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…
10y analysis · Full analysis span regression · 6 months rolling