+167.5%
MDT vs PBR
+1,873.9%
-1,706.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -0.3% | +0.3% | -0.7% | -0.4% |
| 30D | +2.8% | +17.5% | -14.8% | +0.4% |
| 3M | +13.1% | +20.9% | -7.8% | +9.8% |
| 6M | +2.3% | +20.2% | -17.9% | -0.9% |
| YTD | -2.7% | +84.3% | -87.0% | -11.5% |
| 1Y | +0.9% | +77.1% | -76.2% | -7.9% |
| 3Y | +26.8% | +100.8% | -74.0% | +12.3% |
| 5Y | -19.5% | +556.1% | -575.6% | -41.9% |
| 10Y | +40.6% | +676.1% | -635.5% | -9.8% |
| All | +167.5% | +1,873.9% | -1,706.4% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling