+439.5%
MDT vs PWR
+8,583.6%
-8,144.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.1% |
| 7D | +3.2% | +3.6% | -0.4% | +2.8% |
| 30D | +9.5% | -8.6% | +18.1% | +10.5% |
| 3M | +16.0% | -13.2% | +29.1% | +17.2% |
| 6M | +0.2% | +9.9% | -9.7% | -1.8% |
| YTD | -0.3% | +48.0% | -48.3% | -5.8% |
| 1Y | +4.7% | +66.2% | -61.4% | -2.6% |
| 3Y | +26.5% | +195.1% | -168.6% | +8.1% |
| 5Y | -18.2% | +442.6% | -460.7% | -35.6% |
| 10Y | +40.0% | +2,334.2% | -2,294.2% | -8.0% |
| All | +439.5% | +8,583.6% | -8,144.1% | +202.2% |
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