+2.6%
MDT vs PPL
+0.8%
+1.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +0.4% | +1.8% | -1.4% | -0.1% |
| 30D | +6.0% | -1.1% | +7.1% | +6.3% |
| 3M | +15.5% | 0.0% | +15.5% | +15.8% |
| 6M | +3.4% | -7.6% | +11.0% | +4.4% |
| YTD | -2.2% | +1.7% | -3.9% | -2.8% |
| 1Y | +2.6% | +1.5% | +1.1% | +3.0% |
| All | +2.6% | +0.8% | +1.8% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling