+70.1%
MDT vs PWR
+1,844.4%
-1,774.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.5% | +2.0% |
| 7D | +1.0% | +11.3% | -10.3% | -1.0% |
| 30D | +9.2% | -8.9% | +18.0% | +10.2% |
| 3M | +14.5% | -10.5% | +25.0% | +15.5% |
| 6M | +37.3% | -22.2% | +59.5% | +41.6% |
| YTD | +9.8% | +42.7% | -32.9% | -3.0% |
| 1Y | +10.5% | +41.1% | -30.6% | -2.2% |
| 3Y | +57.4% | +242.7% | -185.3% | +3.1% |
| 5Y | +1.2% | +418.5% | -417.4% | -44.5% |
| All | +70.1% | +1,844.4% | -1,774.3% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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