+24.2%
MDT vs PSX
+132.2%
-108.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -1.6% | +1.5% | -3.1% | -1.8% |
| 30D | +1.0% | +15.8% | -14.8% | -0.7% |
| 3M | +15.2% | +43.0% | -27.8% | +10.3% |
| 6M | +3.7% | +61.1% | -57.4% | -2.4% |
| YTD | -3.0% | +104.5% | -107.5% | -12.2% |
| 1Y | +2.5% | +102.5% | -100.1% | -7.3% |
| All | +24.2% | +132.2% | -108.0% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling