+19.9%
MDT vs PNR
-31.2%
+51.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.3% | +2.9% | +5.5% |
| 7D | +10.7% | +11.9% | -1.2% | +8.5% |
| 30D | +19.3% | +37.1% | -17.8% | +12.6% |
| 3M | +22.8% | +5.7% | +17.1% | +21.4% |
| 6M | +36.4% | -5.7% | +42.1% | +36.5% |
| YTD | +12.1% | -29.8% | +41.9% | +15.8% |
| 1Y | +19.9% | -31.8% | +51.7% | +25.1% |
| All | +19.9% | -31.2% | +51.1% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling