+32.9%
PFE vs MDT
+39.9%
-7.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.7% |
| 7D | -2.7% | +0.4% | -3.0% | -2.8% |
| 30D | +3.8% | +6.0% | -2.2% | +1.7% |
| 3M | +10.4% | +15.5% | -5.2% | +4.6% |
| 6M | +6.3% | +3.4% | +2.9% | +4.5% |
| YTD | +17.4% | -2.2% | +19.5% | +17.6% |
| 1Y | +21.1% | +2.6% | +18.6% | +19.3% |
| 3Y | -1.6% | +27.5% | -29.1% | -11.1% |
| 5Y | -22.2% | -20.1% | -2.1% | -17.3% |
| 10Y | +32.9% | +39.1% | -6.2% | +12.3% |
| All | +32.9% | +39.9% | -7.0% | +12.3% |
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