+486.9%
MDT vs PWR
+8,356.0%
-7,869.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.2% | -0.4% |
| 7D | -3.2% | +4.7% | -7.9% | -3.9% |
| 30D | +10.5% | -12.5% | +23.0% | +11.6% |
| 3M | +13.0% | -9.3% | +22.3% | +13.4% |
| 6M | +38.7% | -22.2% | +60.8% | +40.9% |
| YTD | +8.5% | +44.2% | -35.7% | +2.1% |
| 1Y | +10.0% | +35.5% | -25.5% | +4.2% |
| 3Y | +58.6% | +250.4% | -191.8% | +32.0% |
| 5Y | -0.3% | +425.6% | -425.9% | -21.8% |
| 10Y | +61.3% | +1,874.2% | -1,813.0% | +7.5% |
| All | +486.9% | +8,356.0% | -7,869.1% | +227.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling