+3,372.6%
PFE vs MDT
+8,761.6%
-5,389.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.9% |
| 7D | -4.7% | +3.5% | -8.2% | -5.9% |
| 30D | +3.4% | +16.2% | -12.8% | -2.2% |
| 3M | +9.2% | +18.9% | -9.7% | +2.3% |
| 6M | +15.8% | +37.3% | -21.5% | +2.5% |
| YTD | +23.4% | +9.7% | +13.7% | +18.2% |
| 1Y | +25.8% | +15.2% | +10.6% | +18.4% |
| 3Y | +17.8% | +61.8% | -43.9% | -2.9% |
| 5Y | -20.2% | -1.4% | -18.8% | -22.8% |
| 10Y | +49.6% | +61.6% | -12.0% | +17.1% |
| All | +3,372.6% | +8,761.6% | -5,389.0% | +561.4% |
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