-0.7%
MDT vs PL
+33.5%
-34.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.5% |
| 7D | -3.7% | +22.3% | -25.9% | -4.3% |
| 30D | +8.6% | -8.3% | +16.9% | +8.8% |
| 3M | +12.2% | -43.3% | +55.4% | +14.2% |
| 6M | +33.7% | -65.8% | +99.6% | +38.1% |
| YTD | +7.8% | -29.5% | +37.3% | +6.5% |
| 1Y | +8.9% | +11.7% | -2.8% | +4.6% |
| 3Y | +57.6% | +540.6% | -482.9% | +28.8% |
| 5Y | -0.7% | +32.9% | -33.6% | -12.6% |
| All | -0.7% | +33.5% | -34.2% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling