-12.6%
MDT vs PCOR
-30.9%
+18.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.4% | +1.6% |
| 7D | +3.2% | -9.0% | +12.2% | +4.2% |
| 30D | +9.5% | +4.2% | +5.3% | +8.9% |
| 3M | +16.0% | +14.4% | +1.6% | +14.0% |
| 6M | +0.2% | +0.2% | 0.0% | -0.7% |
| YTD | -0.3% | -20.3% | +20.0% | +1.1% |
| 1Y | +4.7% | -16.1% | +20.9% | +5.3% |
| 3Y | +26.5% | -14.7% | +41.3% | +24.4% |
| 5Y | -18.2% | -43.2% | +25.0% | -19.3% |
| All | -12.6% | -30.9% | +18.3% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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