+3,899.5%
PG vs MDT
+7,757.5%
-3,858.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -3.4% | -0.3% | -3.1% | -3.3% |
| 30D | -2.6% | +2.8% | -5.4% | -3.3% |
| 3M | -3.3% | +13.1% | -16.4% | -6.2% |
| 6M | -6.7% | +2.3% | -9.1% | -7.5% |
| YTD | +1.7% | -2.7% | +4.4% | +2.1% |
| 1Y | -7.9% | +0.9% | -8.8% | -8.5% |
| 3Y | +0.9% | +26.8% | -25.9% | -5.6% |
| 5Y | +12.6% | -19.5% | +32.1% | +16.1% |
| 10Y | +117.2% | +40.6% | +76.6% | +93.2% |
| All | +3,899.5% | +7,757.5% | -3,858.0% | +1,158.1% |
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