+3,280.3%
PEP vs MDT
+8,938.4%
-5,658.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +6.7% | +8.0% | -1.3% | +4.5% |
| 30D | +13.5% | +20.4% | -6.9% | +8.0% |
| 3M | +3.9% | +22.9% | -19.0% | -1.8% |
| 6M | -6.0% | +37.1% | -43.1% | -13.8% |
| YTD | +2.5% | +11.9% | -9.5% | -1.0% |
| 1Y | +3.9% | +19.8% | -15.9% | -1.4% |
| 3Y | -4.7% | +59.4% | -64.1% | -16.7% |
| 5Y | +1.1% | 0.0% | +1.1% | -1.2% |
| 10Y | +83.8% | +66.2% | +17.6% | +55.1% |
| All | +3,280.3% | +8,938.4% | -5,658.1% | +726.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling