-6.3%
MDT vs PL
+40.9%
-47.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +1.9% |
| 7D | +1.0% | +10.0% | -9.0% | +0.7% |
| 30D | +9.2% | -2.3% | +11.4% | +9.1% |
| 3M | +14.5% | -44.2% | +58.7% | +16.6% |
| 6M | +37.3% | -66.1% | +103.4% | +41.8% |
| YTD | +9.8% | -30.0% | +39.8% | +8.5% |
| 1Y | +10.5% | +21.0% | -10.5% | +5.7% |
| 3Y | +57.4% | +516.5% | -459.1% | +29.0% |
| 5Y | +1.2% | +32.0% | -30.9% | -10.1% |
| All | -6.3% | +40.9% | -47.2% | -17.9% |
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