+37.0%
MDT vs PNR
+66.2%
-29.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.6% |
| 7D | -3.4% | -6.0% | +2.6% | -1.3% |
| 30D | +0.2% | -14.0% | +14.2% | +5.5% |
| 3M | +14.3% | -21.7% | +35.9% | +23.2% |
| 6M | +4.0% | -37.3% | +41.3% | +21.0% |
| YTD | -3.7% | -45.1% | +41.5% | +16.9% |
| 1Y | -0.4% | -49.1% | +48.8% | +24.1% |
| 3Y | +23.3% | -14.8% | +38.2% | +22.9% |
| 5Y | -18.9% | -21.0% | +2.1% | -18.6% |
| All | +37.0% | +66.2% | -29.1% | -4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling