-18.2%
MDT vs PSX
+362.1%
-380.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -3.4% | +1.7% | -5.1% | -3.6% |
| 30D | +0.2% | +15.6% | -15.4% | -1.7% |
| 3M | +14.3% | +46.5% | -32.2% | +8.5% |
| 6M | +4.0% | +55.0% | -51.0% | -2.2% |
| YTD | -3.7% | +105.3% | -109.0% | -13.3% |
| 1Y | -0.4% | +101.6% | -101.9% | -10.3% |
| 3Y | +23.3% | +134.1% | -110.8% | +6.4% |
| All | -18.2% | +362.1% | -380.3% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling