-2.9%
MDT vs PPL
+47.9%
-50.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.7% |
| 7D | +5.4% | +0.4% | +5.0% | +5.3% |
| 30D | +19.1% | +5.4% | +13.6% | +16.5% |
| 3M | +19.5% | +4.3% | +15.2% | +17.3% |
| 6M | +33.5% | -1.3% | +34.8% | +34.0% |
| YTD | +8.7% | +4.7% | +4.0% | +6.0% |
| 1Y | +16.8% | +1.3% | +15.5% | +15.5% |
| 3Y | +53.0% | +57.2% | -4.3% | +22.9% |
| All | -2.9% | +47.9% | -50.8% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling