-6.4%
MDT vs PL
+46.6%
-53.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +14.5% | -13.5% | +0.5% |
| 7D | +3.5% | +10.9% | -7.4% | +3.1% |
| 30D | +16.2% | -16.4% | +32.5% | +16.7% |
| 3M | +18.9% | -39.9% | +58.8% | +20.8% |
| 6M | +37.3% | -63.2% | +100.5% | +41.3% |
| YTD | +9.7% | -27.1% | +36.9% | +8.3% |
| 1Y | +15.2% | +12.2% | +3.0% | +10.7% |
| 3Y | +61.8% | +584.3% | -522.5% | +31.8% |
| 5Y | -1.4% | +37.0% | -38.4% | -12.2% |
| All | -6.4% | +46.6% | -53.0% | -18.1% |
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