+70.1%
MDT vs PCG
-76.0%
+146.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.7% |
| 7D | +1.0% | +2.2% | -1.1% | +0.9% |
| 30D | +9.2% | +0.8% | +8.4% | +9.1% |
| 3M | +14.5% | -23.8% | +38.3% | +16.8% |
| 6M | +37.3% | -19.6% | +56.9% | +39.3% |
| YTD | +9.8% | -16.7% | +26.5% | +11.0% |
| 1Y | +10.5% | -19.4% | +29.9% | +12.0% |
| 3Y | +57.4% | -18.3% | +75.7% | +58.9% |
| 5Y | +1.2% | +10.4% | -9.3% | -0.6% |
| All | +70.1% | -76.0% | +146.1% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling