+24.1%
PFE vs MDT
+5.4%
+18.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.4% | -1.6% |
| 7D | +1.8% | +3.2% | -1.5% | +0.9% |
| 30D | +10.2% | +9.5% | +0.7% | +7.5% |
| 3M | +12.7% | +16.0% | -3.3% | +8.2% |
| 6M | +10.5% | +0.2% | +10.3% | +13.0% |
| YTD | +20.2% | -0.3% | +20.4% | +22.1% |
| 1Y | +24.1% | +4.7% | +19.3% | +22.3% |
| All | +24.1% | +5.4% | +18.7% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling