-7.5%
MDT vs PL
+46.3%
-53.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -3.2% | +13.4% | -16.6% | -3.6% |
| 30D | +10.5% | -10.2% | +20.7% | +10.8% |
| 3M | +13.0% | -39.5% | +52.5% | +14.7% |
| 6M | +38.7% | -65.7% | +104.4% | +43.2% |
| YTD | +8.5% | -27.3% | +35.8% | +7.1% |
| 1Y | +10.0% | +15.0% | -5.0% | +5.6% |
| 3Y | +58.6% | +560.8% | -502.2% | +29.5% |
| 5Y | -0.3% | +38.4% | -38.7% | -11.6% |
| All | -7.5% | +46.3% | -53.8% | -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