+7,830.4%
MDT vs PNR
+3,553.7%
+4,276.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.8% | -1.2% |
| 7D | +0.4% | -3.0% | +3.4% | +1.2% |
| 30D | +6.0% | -14.9% | +20.9% | +10.3% |
| 3M | +15.5% | -19.0% | +34.6% | +21.1% |
| 6M | +3.4% | -35.9% | +39.3% | +14.6% |
| YTD | -2.2% | -43.1% | +41.0% | +11.3% |
| 1Y | +2.6% | -46.4% | +49.0% | +18.4% |
| 3Y | +27.5% | -10.8% | +38.4% | +27.6% |
| 5Y | -20.1% | -18.9% | -1.2% | -19.4% |
| 10Y | +39.1% | +64.4% | -25.4% | +15.1% |
| All | +7,830.4% | +3,553.7% | +4,276.7% | +3,603.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling