+281.7%
TSM vs MDT
-18.1%
+299.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.7% | +2.7% |
| 7D | +2.7% | +3.2% | -0.5% | +2.2% |
| 30D | +3.6% | +9.5% | -5.9% | +2.0% |
| 3M | -3.4% | +16.0% | -19.3% | -6.1% |
| 6M | +20.6% | +0.2% | +20.4% | +21.0% |
| YTD | +41.9% | -0.3% | +42.1% | +42.2% |
| 1Y | +84.4% | +4.7% | +79.6% | +82.6% |
| 3Y | +380.2% | +26.5% | +353.7% | +348.1% |
| All | +281.7% | -18.1% | +299.8% | +307.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling