+37.0%
MDT vs PPG
+26.9%
+10.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | -3.4% | -6.2% | +2.8% | -0.9% |
| 30D | +0.2% | -7.9% | +8.2% | +3.5% |
| 3M | +14.3% | -10.2% | +24.5% | +18.8% |
| 6M | +4.0% | +2.7% | +1.3% | +1.6% |
| YTD | -3.7% | +4.9% | -8.6% | -7.2% |
| 1Y | -0.4% | -3.2% | +2.8% | -1.0% |
| 3Y | +23.3% | -17.0% | +40.3% | +28.6% |
| 5Y | -18.9% | -23.3% | +4.5% | -14.7% |
| All | +37.0% | +26.9% | +10.1% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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