-5.8%
TLT vs MDT
+14.1%
-20.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -1.2% |
| 7D | -0.3% | +2.7% | -3.0% | -0.5% |
| 30D | +3.7% | +14.8% | -11.1% | +2.6% |
| 3M | -0.7% | +14.6% | -15.2% | -1.7% |
| 6M | -4.2% | +35.7% | -39.9% | -6.2% |
| YTD | -4.0% | +8.5% | -12.4% | -4.3% |
| 1Y | -5.8% | +13.3% | -19.1% | -6.7% |
| All | -5.8% | +14.1% | -20.0% | -6.7% |
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 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