-53.1%
TEAM vs MDT
-20.5%
-32.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +1.0% |
| 7D | -4.7% | -0.3% | -4.4% | -4.5% |
| 30D | +17.0% | +2.8% | +14.3% | +15.3% |
| 3M | +85.9% | +13.1% | +72.8% | +75.4% |
| 6M | +116.7% | +2.3% | +114.3% | +114.5% |
| YTD | +9.6% | -2.7% | +12.3% | +11.2% |
| 1Y | -2.5% | +0.9% | -3.4% | -3.5% |
| 3Y | -14.0% | +26.8% | -40.8% | -28.8% |
| 5Y | -53.1% | -19.5% | -33.6% | -51.7% |
| All | -53.1% | -20.5% | -32.6% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling