+240.6%
MDT vs PSX
+1,167.1%
-926.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.2% | -0.7% |
| 7D | -0.3% | +1.8% | -2.1% | -0.8% |
| 30D | +2.8% | +21.6% | -18.9% | -2.1% |
| 3M | +13.1% | +46.5% | -33.4% | +2.6% |
| 6M | +2.3% | +62.0% | -59.7% | -10.0% |
| YTD | -2.7% | +106.3% | -109.0% | -19.9% |
| 1Y | +0.9% | +103.0% | -102.1% | -16.8% |
| 3Y | +26.8% | +135.5% | -108.7% | -2.0% |
| 5Y | -19.5% | +368.5% | -388.0% | -50.9% |
| 10Y | +40.6% | +386.6% | -346.0% | -22.9% |
| All | +240.6% | +1,167.1% | -926.5% | +55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling