+211.8%
PM vs MDT
+38.9%
+173.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.7% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | -0.2% | +2.8% | -2.9% | -1.3% |
| 3M | +4.9% | +13.1% | -8.2% | -0.4% |
| 6M | +9.0% | +2.3% | +6.7% | +7.6% |
| YTD | +17.8% | -2.7% | +20.5% | +18.3% |
| 1Y | +16.8% | +0.9% | +16.0% | +15.3% |
| 3Y | +125.4% | +26.8% | +98.6% | +99.1% |
| 5Y | +128.7% | -19.5% | +148.1% | +143.7% |
| 10Y | +211.8% | +40.6% | +171.3% | +161.5% |
| All | +211.8% | +38.9% | +173.0% | +161.5% |
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