-7.3%
MDT vs PL
+28.1%
-35.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +10.4% | -13.3% | -3.2% |
| 7D | +5.4% | -6.8% | +12.3% | +5.6% |
| 30D | +19.1% | -29.3% | +48.3% | +20.3% |
| 3M | +19.5% | -44.8% | +64.2% | +21.6% |
| 6M | +33.5% | -68.4% | +101.8% | +38.0% |
| YTD | +8.7% | -36.4% | +45.0% | +7.8% |
| 1Y | +16.8% | +0.7% | +16.1% | +12.5% |
| 3Y | +53.0% | +455.3% | -402.3% | +25.8% |
| 5Y | -2.9% | +22.7% | -25.5% | -13.7% |
| All | -7.3% | +28.1% | -35.3% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling