+19.6%
TMO vs MDY
+48.5%
-28.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.5% |
| 7D | -0.6% | -1.9% | +1.2% | +0.8% |
| 30D | +1.1% | -4.6% | +5.8% | +4.8% |
| 3M | +28.3% | -1.2% | +29.6% | +29.2% |
| 6M | +23.3% | +9.2% | +14.1% | +14.7% |
| YTD | +5.5% | +13.1% | -7.6% | -4.6% |
| 1Y | +24.5% | +13.0% | +11.5% | +12.6% |
| 3Y | +19.6% | +49.2% | -29.6% | -16.4% |
| All | +19.6% | +48.5% | -28.9% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 3y: compounded portfolio wealth divided by compounded MDY 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…
3y analysis · Full analysis span regression · 6 months rolling