+76.6%
PEP vs MDT
+39.9%
+36.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.3% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | +0.7% | +6.0% | -5.3% | -1.5% |
| 3M | -0.5% | +15.5% | -16.1% | -5.7% |
| 6M | -11.3% | +3.4% | -14.7% | -12.7% |
| YTD | -0.6% | -2.2% | +1.6% | -0.3% |
| 1Y | +1.7% | +2.6% | -0.9% | 0.0% |
| 3Y | -12.5% | +27.5% | -40.0% | -21.3% |
| 5Y | +3.9% | -20.1% | +23.9% | +10.3% |
| 10Y | +76.6% | +39.1% | +37.5% | +52.8% |
| All | +76.6% | +39.9% | +36.7% | +52.8% |
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