+7,983.2%
MDT vs PH
+25,185.5%
-17,202.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +3.2% | -3.1% | +6.3% | +4.1% |
| 30D | +9.5% | -3.2% | +12.8% | +10.3% |
| 3M | +16.0% | +10.6% | +5.4% | +12.3% |
| 6M | +0.2% | -2.1% | +2.3% | +0.2% |
| YTD | -0.3% | +10.2% | -10.5% | -3.7% |
| 1Y | +4.7% | +28.2% | -23.5% | -3.3% |
| 3Y | +26.5% | +134.9% | -108.3% | -3.8% |
| 5Y | -18.2% | +253.6% | -271.8% | -45.6% |
| 10Y | +40.0% | +804.7% | -764.7% | -30.5% |
| All | +7,983.2% | +25,185.5% | -17,202.4% | +1,532.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling