+12,629.9%
TSM vs MDT
+605.8%
+12,024.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.5% |
| 7D | -2.1% | +2.7% | -4.8% | -3.2% |
| 30D | -12.5% | +14.8% | -27.4% | -17.4% |
| 3M | -5.0% | +14.6% | -19.6% | -10.5% |
| 6M | -3.2% | +35.7% | -38.9% | -15.3% |
| YTD | +31.5% | +8.5% | +23.0% | +25.1% |
| 1Y | +35.7% | +13.3% | +22.4% | +26.7% |
| 3Y | +323.5% | +58.6% | +264.9% | +239.5% |
| 5Y | +263.4% | -2.6% | +266.0% | +248.5% |
| 10Y | +1,598.5% | +60.0% | +1,538.5% | +1,200.6% |
| All | +12,629.9% | +605.8% | +12,024.1% | +3,994.3% |
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