+37.0%
MDT vs PSX
+386.4%
-349.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -3.4% | +1.7% | -5.1% | -3.8% |
| 30D | +0.2% | +15.6% | -15.4% | -3.4% |
| 3M | +14.3% | +46.5% | -32.2% | +3.5% |
| 6M | +4.0% | +55.0% | -51.0% | -7.7% |
| YTD | -3.7% | +105.3% | -109.0% | -20.9% |
| 1Y | -0.4% | +101.6% | -101.9% | -18.1% |
| 3Y | +23.3% | +134.1% | -110.8% | -5.3% |
| 5Y | -18.9% | +368.7% | -387.6% | -51.9% |
| All | +37.0% | +386.4% | -349.4% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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