-19.5%
MDT vs PH
+251.4%
-270.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.4% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +2.8% | -10.3% | +13.1% | +5.6% |
| 3M | +13.1% | +5.1% | +8.0% | +11.2% |
| 6M | +2.3% | +2.3% | 0.0% | +1.1% |
| YTD | -2.7% | +8.7% | -11.4% | -5.5% |
| 1Y | +0.9% | +26.8% | -25.9% | -6.3% |
| 3Y | +26.8% | +139.2% | -112.4% | -4.6% |
| 5Y | -19.5% | +251.1% | -270.6% | -49.8% |
| All | -19.5% | +251.4% | -270.9% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 5y: compounded portfolio wealth divided by compounded PH 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…
5y analysis · Full analysis span regression · 6 months rolling