+260.9%
PM vs MDT
+61.0%
+199.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -7.1% | -3.2% | -3.9% | -5.9% |
| 30D | -2.8% | +10.5% | -13.3% | -6.7% |
| 3M | +6.3% | +13.0% | -6.6% | +1.0% |
| 6M | +9.6% | +38.7% | -29.0% | -4.3% |
| YTD | +25.6% | +8.5% | +17.1% | +20.5% |
| 1Y | +29.7% | +10.0% | +19.6% | +23.6% |
| 3Y | +147.6% | +58.6% | +89.0% | +99.1% |
| 5Y | +160.1% | -0.3% | +160.4% | +152.3% |
| 10Y | +260.9% | +61.3% | +199.6% | +186.6% |
| All | +260.9% | +61.0% | +199.9% | +186.6% |
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