+3,280.0%
PFE vs MDT
+7,952.5%
-4,672.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.4% | -1.7% |
| 7D | +1.8% | +3.2% | -1.5% | +0.6% |
| 30D | +10.2% | +9.5% | +0.7% | +6.6% |
| 3M | +12.7% | +16.0% | -3.3% | +6.5% |
| 6M | +10.5% | +0.2% | +10.3% | +9.7% |
| YTD | +20.2% | -0.3% | +20.4% | +19.4% |
| 1Y | +24.1% | +4.7% | +19.3% | +21.0% |
| 3Y | -3.6% | +26.5% | -30.1% | -13.0% |
| 5Y | -20.9% | -18.2% | -2.7% | -17.8% |
| 10Y | +35.8% | +40.0% | -4.2% | +12.2% |
| All | +3,280.0% | +7,952.5% | -4,672.5% | +568.0% |
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