+1,831.4%
TSM vs MDT
+39.6%
+1,791.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.2% | +3.0% |
| 7D | +6.0% | +0.4% | +5.7% | +5.9% |
| 30D | +4.5% | +6.0% | -1.5% | +2.3% |
| 3M | +3.1% | +15.5% | -12.4% | -2.8% |
| 6M | +30.2% | +3.4% | +26.8% | +27.8% |
| YTD | +45.2% | -2.2% | +47.4% | +45.1% |
| 1Y | +79.6% | +2.6% | +77.0% | +75.7% |
| 3Y | +411.0% | +27.5% | +383.5% | +348.0% |
| 5Y | +290.7% | -20.1% | +310.8% | +318.9% |
| All | +1,831.4% | +39.6% | +1,791.8% | +1,478.6% |
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