+75.4%
TSM vs MDT
+2.2%
+73.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.9% |
| 7D | +4.8% | -0.3% | +5.1% | +4.7% |
| 30D | +4.0% | +2.8% | +1.3% | +4.4% |
| 3M | +2.0% | +13.1% | -11.1% | +3.2% |
| 6M | +25.5% | +2.3% | +23.2% | +29.1% |
| YTD | +44.0% | -2.7% | +46.7% | +47.4% |
| 1Y | +75.4% | +0.9% | +74.6% | +83.7% |
| All | +75.4% | +2.2% | +73.2% | +83.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling