-2.9%
MDT vs PWR
+348.8%
-351.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.3% | -9.2% | -3.2% |
| 7D | +5.4% | -12.9% | +18.3% | +5.9% |
| 30D | +19.1% | -22.8% | +41.9% | +20.5% |
| 3M | +19.5% | -19.0% | +38.4% | +20.3% |
| 6M | +33.5% | -31.1% | +64.5% | +36.3% |
| YTD | +8.7% | +28.3% | -19.6% | +3.4% |
| 1Y | +16.8% | +22.2% | -5.4% | +11.6% |
| 3Y | +53.0% | +222.2% | -169.2% | +22.5% |
| All | -2.9% | +348.8% | -351.7% | -28.0% |
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