+1,643.1%
TSM vs MDT
+62.9%
+1,580.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.5% | -2.2% |
| 7D | +6.2% | +1.0% | +5.2% | +5.9% |
| 30D | -7.3% | +9.2% | -16.4% | -10.1% |
| 3M | -7.1% | +14.5% | -21.6% | -11.7% |
| 6M | +0.2% | +37.3% | -37.1% | -11.4% |
| YTD | +32.2% | +9.8% | +22.4% | +26.7% |
| 1Y | +42.8% | +10.5% | +32.3% | +36.3% |
| 3Y | +330.4% | +57.4% | +273.0% | +248.1% |
| 5Y | +263.9% | +1.2% | +262.8% | +253.5% |
| All | +1,643.1% | +62.9% | +1,580.1% | +1,249.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling