+607.6%
TEAM vs MDT
+73.3%
+534.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.5% |
| 7D | -22.2% | +2.7% | -25.0% | -23.1% |
| 30D | -28.1% | +14.8% | -43.0% | -32.9% |
| 3M | -2.2% | +14.6% | -16.7% | -8.6% |
| 6M | +62.2% | +35.7% | +26.5% | +39.6% |
| YTD | -8.4% | +8.5% | -16.8% | -12.6% |
| 1Y | -6.6% | +13.3% | -19.9% | -13.1% |
| 3Y | -15.7% | +58.6% | -74.3% | -35.5% |
| 5Y | -65.7% | -2.6% | -63.1% | -66.6% |
| 10Y | +441.0% | +60.0% | +381.0% | +290.1% |
| All | +607.6% | +73.3% | +534.3% | +375.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling