+11,954.4%
TSM vs MDT
+607.3%
+11,347.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.9% | +9.2% | +7.4% |
| 7D | -7.6% | +5.4% | -13.0% | -9.6% |
| 30D | -20.5% | +19.1% | -39.5% | -25.9% |
| 3M | -10.0% | +19.5% | -29.4% | -16.5% |
| 6M | -10.1% | +33.5% | -43.5% | -20.8% |
| YTD | +24.5% | +8.7% | +15.8% | +18.4% |
| 1Y | +31.2% | +16.8% | +14.4% | +21.0% |
| 3Y | +322.0% | +53.0% | +269.0% | +243.3% |
| 5Y | +245.3% | -2.9% | +248.1% | +231.5% |
| 10Y | +1,465.8% | +61.4% | +1,404.4% | +1,095.2% |
| All | +11,954.4% | +607.3% | +11,347.1% | +3,774.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling