+129.5%
TLT vs MDT
+333.7%
-204.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | +0.1% |
| 7D | -1.0% | -3.2% | +2.2% | -1.4% |
| 30D | +4.1% | +10.5% | -6.4% | +5.2% |
| 3M | -0.4% | +13.0% | -13.3% | +1.0% |
| 6M | -3.2% | +38.7% | -41.8% | +0.5% |
| YTD | -3.5% | +8.5% | -12.0% | -2.5% |
| 1Y | -5.8% | +10.0% | -15.9% | -4.7% |
| 3Y | +4.6% | +58.6% | -54.0% | +11.0% |
| 5Y | -34.4% | -0.3% | -34.1% | -34.3% |
| 10Y | -11.4% | +61.3% | -72.7% | -2.5% |
| All | +129.5% | +333.7% | -204.3% | +208.0% |
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