+55.5%
MDT vs PR
+89.6%
-34.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.7% | -0.1% |
| 7D | -3.2% | -0.5% | -2.7% | -3.2% |
| 30D | +10.5% | -4.6% | +15.1% | +10.6% |
| 3M | +13.0% | +4.7% | +8.3% | +12.3% |
| 6M | +38.7% | +12.4% | +26.2% | +37.0% |
| YTD | +8.5% | +62.9% | -54.4% | +3.8% |
| 1Y | +10.0% | +70.6% | -60.5% | +4.9% |
| All | +55.5% | +89.6% | -34.1% | +42.6% |
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 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