-18.2%
MDT vs PR
+433.6%
-451.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.3% |
| 7D | +3.2% | +2.9% | +0.3% | +3.0% |
| 30D | +9.5% | +18.0% | -8.5% | +8.0% |
| 3M | +16.0% | +16.9% | -0.9% | +14.3% |
| 6M | +0.2% | +28.2% | -28.0% | -2.2% |
| YTD | -0.3% | +69.3% | -69.6% | -5.1% |
| 1Y | +4.7% | +69.5% | -64.8% | -0.5% |
| 3Y | +26.5% | +81.7% | -55.1% | +17.7% |
| All | -18.2% | +433.6% | -451.8% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling