+8,691.6%
MDT vs PH
+25,253.3%
-16,561.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +2.7% | +2.1% | +0.6% | +2.0% |
| 30D | +14.8% | +0.3% | +14.5% | +14.3% |
| 3M | +14.6% | -8.8% | +23.4% | +17.0% |
| 6M | +35.7% | +10.0% | +25.7% | +31.1% |
| YTD | +8.5% | +10.5% | -2.0% | +4.2% |
| 1Y | +13.3% | +15.5% | -2.2% | +7.4% |
| 3Y | +58.6% | +136.4% | -77.8% | +20.2% |
| 5Y | -2.6% | +213.6% | -216.2% | -33.1% |
| 10Y | +60.0% | +713.9% | -653.9% | -18.8% |
| All | +8,691.6% | +25,253.3% | -16,561.7% | +1,666.4% |
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