+2,963.0%
TMO vs MDY
+2,589.7%
+373.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.3% |
| 7D | -2.5% | -2.5% | +0.1% | -0.6% |
| 30D | -0.3% | -5.0% | +4.7% | +3.6% |
| 3M | +25.3% | +0.5% | +24.8% | +24.5% |
| 6M | +20.9% | +8.0% | +12.9% | +13.8% |
| YTD | +4.3% | +12.2% | -7.8% | -4.6% |
| 1Y | +27.0% | +14.0% | +13.0% | +14.7% |
| 3Y | +17.5% | +48.2% | -30.7% | -13.3% |
| 5Y | +6.9% | +46.1% | -39.1% | -21.2% |
| 10Y | +332.0% | +173.8% | +158.2% | +83.7% |
| All | +2,963.0% | +2,589.7% | +373.3% | +91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling