+8,709.8%
MDT vs PCG
+85.2%
+8,624.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.7% |
| 7D | +5.4% | -1.6% | +7.0% | +5.7% |
| 30D | +19.1% | +1.4% | +17.6% | +18.8% |
| 3M | +19.5% | -23.4% | +42.8% | +22.7% |
| 6M | +33.5% | -19.4% | +52.8% | +36.2% |
| YTD | +8.7% | -18.5% | +27.2% | +10.6% |
| 1Y | +16.8% | -19.5% | +36.3% | +19.0% |
| 3Y | +53.0% | -21.0% | +74.0% | +55.4% |
| 5Y | -2.9% | +13.7% | -16.6% | -6.0% |
| 10Y | +61.4% | -77.2% | +138.6% | +67.6% |
| All | +8,709.8% | +85.2% | +8,624.6% | +5,416.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling