+48.8%
PFE vs MDT
+62.9%
-14.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.6% | -0.4% |
| 7D | -1.7% | +1.0% | -2.7% | -2.1% |
| 30D | +0.3% | +9.2% | -8.8% | -2.8% |
| 3M | +9.4% | +14.5% | -5.1% | +4.1% |
| 6M | +14.9% | +37.3% | -22.4% | +2.1% |
| YTD | +23.8% | +9.8% | +14.0% | +18.9% |
| 1Y | +19.5% | +10.5% | +9.0% | +14.5% |
| 3Y | +21.0% | +57.4% | -36.4% | +1.4% |
| 5Y | -23.9% | +1.2% | -25.0% | -26.2% |
| All | +48.8% | +62.9% | -14.1% | +17.3% |
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 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