-33.7%
TLT vs MDT
-19.6%
-14.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.1% |
| 7D | +0.4% | +0.4% | 0.0% | +0.4% |
| 30D | -0.3% | +6.0% | -6.3% | -0.7% |
| 3M | -1.7% | +15.5% | -17.3% | -2.6% |
| 6M | -4.9% | +3.4% | -8.3% | -5.1% |
| YTD | -2.8% | -2.2% | -0.6% | -2.7% |
| 1Y | -4.2% | +2.6% | -6.8% | -4.4% |
| 3Y | -1.1% | +27.5% | -28.6% | -2.6% |
| 5Y | -33.7% | -20.1% | -13.7% | -34.8% |
| All | -33.7% | -19.6% | -14.1% | -34.8% |
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