+116.1%
PG vs MDT
+39.8%
+76.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | -0.8% | -3.4% | +2.6% | +0.3% |
| 30D | +0.8% | +0.2% | +0.6% | +0.7% |
| 3M | -1.3% | +14.3% | -15.6% | -5.5% |
| 6M | -3.8% | +4.0% | -7.8% | -5.3% |
| YTD | +3.6% | -3.7% | +7.3% | +4.4% |
| 1Y | -5.7% | -0.4% | -5.4% | -6.2% |
| 3Y | +1.6% | +23.3% | -21.7% | -6.4% |
| 5Y | +14.6% | -18.9% | +33.5% | +19.3% |
| All | +116.1% | +39.8% | +76.3% | +91.8% |
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 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