+3,260.6%
PEP vs MDT
+8,761.6%
-5,501.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | +1.0% | +3.5% | -2.5% | +0.1% |
| 30D | +12.6% | +16.2% | -3.5% | +8.1% |
| 3M | +3.1% | +18.9% | -15.8% | -1.6% |
| 6M | -6.3% | +37.3% | -43.6% | -14.1% |
| YTD | +1.9% | +9.7% | -7.9% | -1.1% |
| 1Y | +3.3% | +15.2% | -11.9% | -1.0% |
| 3Y | -4.8% | +61.8% | -66.6% | -17.2% |
| 5Y | +2.0% | -1.4% | +3.4% | +0.1% |
| 10Y | +80.3% | +61.6% | +18.7% | +53.3% |
| All | +3,260.6% | +8,761.6% | -5,501.0% | +725.5% |
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