-14.9%
MDT vs PL
+84.9%
-99.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.2% |
| 7D | +3.2% | -9.3% | +12.5% | +3.6% |
| 30D | +9.5% | -18.9% | +28.4% | +10.3% |
| 3M | +16.0% | -58.4% | +74.4% | +19.4% |
| 6M | +0.2% | -30.3% | +30.5% | 0.0% |
| YTD | -0.3% | -8.1% | +7.8% | -2.2% |
| 1Y | +4.7% | +180.5% | -175.8% | -4.5% |
| 3Y | +26.5% | +444.1% | -417.6% | +5.9% |
| 5Y | -18.2% | +83.0% | -101.2% | -28.7% |
| All | -14.9% | +84.9% | -99.8% | -26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling