+7,764.3%
MDT vs PPG
+2,572.2%
+5,192.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.4% |
| 7D | -1.6% | -5.1% | +3.6% | +0.1% |
| 30D | +1.0% | -9.6% | +10.6% | +4.4% |
| 3M | +15.2% | -6.4% | +21.6% | +17.3% |
| 6M | +3.7% | +0.5% | +3.2% | +2.6% |
| YTD | -3.0% | +4.4% | -7.4% | -5.6% |
| 1Y | +2.5% | -0.9% | +3.4% | +1.3% |
| 3Y | +26.5% | -17.0% | +43.4% | +30.9% |
| 5Y | -18.3% | -23.7% | +5.4% | -14.8% |
| 10Y | +40.2% | +25.9% | +14.3% | +20.9% |
| All | +7,764.3% | +2,572.2% | +5,192.1% | +2,843.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling