-7.5%
MDT vs PL
+45.6%
-53.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +2.7% | +5.6% | -2.9% | +2.5% |
| 30D | +14.8% | -16.9% | +31.8% | +15.4% |
| 3M | +14.6% | -38.2% | +52.8% | +16.2% |
| 6M | +35.7% | -63.4% | +99.2% | +39.7% |
| YTD | +8.5% | -27.6% | +36.1% | +7.1% |
| 1Y | +13.3% | +6.6% | +6.7% | +9.1% |
| 3Y | +58.6% | +557.6% | -499.0% | +29.5% |
| 5Y | -2.6% | +39.5% | -42.1% | -13.6% |
| All | -7.5% | +45.6% | -53.1% | -19.0% |
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