+37.0%
MDT vs POET
+30.3%
+6.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.6% | -5.3% | -0.8% |
| 7D | -3.4% | +0.4% | -3.8% | -3.4% |
| 30D | +0.2% | -10.4% | +10.6% | +0.4% |
| 3M | +14.3% | -29.3% | +43.6% | +14.7% |
| 6M | +4.0% | +6.9% | -2.9% | +2.2% |
| YTD | -3.7% | +25.6% | -29.3% | -5.9% |
| 1Y | -0.4% | +49.2% | -49.5% | -3.5% |
| 3Y | +23.3% | +128.4% | -105.1% | +15.0% |
| 5Y | -18.9% | -4.2% | -14.7% | -23.3% |
| All | +37.0% | +30.3% | +6.7% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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