+24.2%
MDT vs PNC
+129.9%
-105.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.2% | -0.5% |
| 7D | -1.6% | -0.9% | -0.7% | -1.4% |
| 30D | +1.0% | -4.4% | +5.5% | +2.2% |
| 3M | +15.2% | +5.3% | +9.9% | +13.6% |
| 6M | +3.7% | +19.6% | -15.9% | -1.0% |
| YTD | -3.0% | +19.1% | -22.1% | -7.7% |
| 1Y | +2.5% | +24.3% | -21.8% | -3.7% |
| All | +24.2% | +129.9% | -105.7% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 3y: compounded portfolio wealth divided by compounded PNC 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…
3y analysis · Full analysis span regression · 6 months rolling