+3,449.8%
PFE vs MDT
+8,659.9%
-5,210.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -3.0% | -3.2% | +0.2% | -1.8% |
| 30D | +5.2% | +10.5% | -5.3% | +1.4% |
| 3M | +12.2% | +13.0% | -0.7% | +7.1% |
| 6M | +17.8% | +38.7% | -20.9% | +3.8% |
| YTD | +26.2% | +8.5% | +17.7% | +21.3% |
| 1Y | +23.2% | +10.0% | +13.1% | +17.8% |
| 3Y | +21.3% | +58.6% | -37.3% | +0.7% |
| 5Y | -23.1% | -0.3% | -22.8% | -25.9% |
| 10Y | +50.7% | +61.3% | -10.6% | +18.1% |
| All | +3,449.8% | +8,659.9% | -5,210.1% | +578.8% |
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