+60.0%
MDT vs PR
+65.1%
-5.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.2% |
| 7D | +2.7% | -9.5% | +12.2% | +3.2% |
| 30D | +14.8% | -5.7% | +20.5% | +15.0% |
| 3M | +14.6% | +3.0% | +11.6% | +14.2% |
| 6M | +35.7% | +11.8% | +23.9% | +34.7% |
| YTD | +8.5% | +58.5% | -50.0% | +5.7% |
| 1Y | +13.3% | +69.9% | -56.6% | +10.1% |
| 3Y | +58.6% | +84.9% | -26.3% | +52.5% |
| 5Y | -2.6% | +246.4% | -249.1% | -10.2% |
| 10Y | +60.0% | +70.3% | -10.3% | +40.6% |
| All | +60.0% | +65.1% | -5.1% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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