+53.0%
MDT vs PR
+64.2%
-11.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -3.0% |
| 7D | +5.4% | -16.4% | +21.9% | +6.4% |
| 30D | +19.1% | -1.9% | +20.9% | +18.8% |
| 3M | +19.5% | +8.0% | +11.5% | +18.4% |
| 6M | +33.5% | +4.1% | +29.4% | +32.4% |
| YTD | +8.7% | +58.7% | -50.0% | +3.9% |
| 1Y | +16.8% | +75.8% | -59.0% | +10.6% |
| 3Y | +53.0% | +73.2% | -20.2% | +40.3% |
| All | +53.0% | +64.2% | -11.3% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling