+23.3%
MDT vs PBR
+99.7%
-76.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | -3.4% | +5.4% | -8.8% | -3.6% |
| 30D | +0.2% | +22.9% | -22.7% | -0.8% |
| 3M | +14.3% | +19.6% | -5.4% | +13.2% |
| 6M | +4.0% | +16.5% | -12.5% | +2.9% |
| YTD | -3.7% | +86.7% | -90.3% | -8.9% |
| 1Y | -0.4% | +74.7% | -75.1% | -5.2% |
| 3Y | +23.3% | +102.6% | -79.3% | +12.7% |
| All | +23.3% | +99.7% | -76.4% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 3y: compounded portfolio wealth divided by compounded PBR 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…
3y analysis · Full analysis span regression · 6 months rolling