-5.6%
TLT vs MDT
+20.2%
-25.8%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.1% | -5.3% | +0.3% |
| 7D | +1.0% | +10.7% | -9.8% | +0.1% |
| 30D | +6.0% | +19.3% | -13.3% | +4.6% |
| 3M | -0.9% | +22.8% | -23.7% | -2.4% |
| 6M | -2.3% | +36.4% | -38.6% | -4.3% |
| YTD | -3.3% | +12.1% | -15.4% | -3.9% |
| 1Y | -5.6% | +19.9% | -25.5% | -6.9% |
| All | -5.6% | +20.2% | -25.8% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling