+40.6%
MDT vs PCG
-76.0%
+116.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.7% | -0.2% |
| 7D | -0.3% | +6.5% | -6.8% | -0.9% |
| 30D | +2.8% | -16.7% | +19.5% | +4.1% |
| 3M | +13.1% | -14.2% | +27.3% | +14.2% |
| 6M | +2.3% | -21.5% | +23.8% | +4.1% |
| YTD | -2.7% | -11.2% | +8.5% | -2.1% |
| 1Y | +0.9% | -4.2% | +5.1% | +0.8% |
| 3Y | +26.8% | -14.9% | +41.7% | +27.5% |
| 5Y | -19.5% | +54.2% | -73.7% | -22.8% |
| 10Y | +40.6% | -75.3% | +115.9% | +44.8% |
| All | +40.6% | -76.0% | +116.6% | +44.8% |
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