+7,983.2%
MDT vs PPL
+2,096.5%
+5,886.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +3.2% | +2.7% | +0.6% | +2.3% |
| 30D | +9.5% | +0.5% | +9.1% | +9.3% |
| 3M | +16.0% | +0.7% | +15.3% | +15.7% |
| 6M | +0.2% | -7.6% | +7.8% | +2.7% |
| YTD | -0.3% | +1.8% | -2.1% | -1.2% |
| 1Y | +4.7% | -0.8% | +5.5% | +4.5% |
| 3Y | +26.5% | +56.9% | -30.3% | +7.8% |
| 5Y | -18.2% | +39.5% | -57.7% | -27.9% |
| 10Y | +40.0% | +55.4% | -15.4% | +16.5% |
| All | +7,983.2% | +2,096.5% | +5,886.7% | +2,590.9% |
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