-20.1%
MDT vs PWR
+458.8%
-478.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.3% | -4.2% | -2.1% |
| 7D | +0.4% | +4.5% | -4.1% | 0.0% |
| 30D | +6.0% | -4.9% | +10.9% | +6.3% |
| 3M | +15.5% | -7.9% | +23.4% | +16.0% |
| 6M | +3.4% | +18.3% | -14.9% | +0.6% |
| YTD | -2.2% | +51.5% | -53.7% | -7.6% |
| 1Y | +2.6% | +70.3% | -67.7% | -4.7% |
| 3Y | +27.5% | +210.6% | -183.1% | +5.0% |
| 5Y | -20.1% | +456.7% | -476.7% | -42.6% |
| All | -20.1% | +458.8% | -478.9% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling