+60.0%
MDT vs PPL
+65.3%
-5.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | +14.8% | +4.3% | +10.5% | +12.7% |
| 3M | +14.6% | +2.9% | +11.6% | +12.9% |
| 6M | +35.7% | +1.1% | +34.6% | +34.8% |
| YTD | +8.5% | +4.5% | +4.0% | +5.6% |
| 1Y | +13.3% | +0.1% | +13.2% | +12.4% |
| 3Y | +58.6% | +55.7% | +2.9% | +26.4% |
| 5Y | -2.6% | +47.6% | -50.2% | -21.3% |
| 10Y | +60.0% | +66.8% | -6.9% | +17.1% |
| All | +60.0% | +65.3% | -5.4% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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