+8,709.8%
MDT vs PPL
+2,158.2%
+6,551.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.0% |
| 3M | +19.5% | +4.3% | +15.2% | +17.7% |
| 6M | +33.5% | -1.3% | +34.8% | +33.9% |
| YTD | +8.7% | +4.7% | +4.0% | +6.6% |
| 1Y | +16.8% | +1.3% | +15.5% | +15.8% |
| 3Y | +53.0% | +57.2% | -4.3% | +30.4% |
| 5Y | -2.9% | +48.2% | -51.1% | -16.1% |
| 10Y | +61.4% | +62.7% | -1.3% | +32.4% |
| All | +8,709.8% | +2,158.2% | +6,551.5% | +2,804.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling