+7,983.2%
MDT vs PCG
+103.4%
+7,879.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.9% |
| 7D | +3.2% | -13.9% | +17.1% | +4.7% |
| 30D | +9.5% | -16.9% | +26.4% | +11.5% |
| 3M | +16.0% | -14.7% | +30.7% | +17.7% |
| 6M | +0.2% | -23.8% | +24.0% | +3.0% |
| YTD | -0.3% | -10.5% | +10.2% | +0.5% |
| 1Y | +4.7% | -5.1% | +9.8% | +4.7% |
| 3Y | +26.5% | -11.6% | +38.1% | +26.9% |
| 5Y | -18.2% | +59.0% | -77.2% | -23.8% |
| 10Y | +40.0% | -75.7% | +115.8% | +44.7% |
| All | +7,983.2% | +103.4% | +7,879.8% | +4,910.2% |
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 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