+3,159.9%
PEP vs MDT
+7,952.5%
-4,792.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | -1.4% | +3.2% | -4.6% | -2.2% |
| 30D | +0.2% | +9.5% | -9.3% | -2.2% |
| 3M | -1.1% | +16.0% | -17.1% | -5.0% |
| 6M | -13.5% | +0.2% | -13.7% | -13.8% |
| YTD | -1.2% | -0.3% | -0.9% | -1.4% |
| 1Y | -1.6% | +4.7% | -6.3% | -3.2% |
| 3Y | -12.5% | +26.5% | -39.1% | -18.7% |
| 5Y | +3.0% | -18.2% | +21.2% | +6.3% |
| 10Y | +73.9% | +40.0% | +33.9% | +53.5% |
| All | +3,159.9% | +7,952.5% | -4,792.5% | +722.4% |
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