+91.3%
PEP vs MDT
+60.0%
+31.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | -0.3% | -3.7% | +3.4% | +1.0% |
| 30D | +11.8% | +8.6% | +3.2% | +8.4% |
| 3M | +3.7% | +12.2% | -8.5% | -0.8% |
| 6M | -4.3% | +33.7% | -38.1% | -14.3% |
| YTD | +2.1% | +7.8% | -5.7% | -1.3% |
| 1Y | +2.5% | +8.9% | -6.4% | -1.4% |
| 3Y | -5.0% | +57.6% | -62.7% | -21.1% |
| 5Y | +2.9% | -0.7% | +3.5% | +0.4% |
| All | +91.3% | +60.0% | +31.3% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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