+143.2%
PM vs MDT
+57.9%
+85.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.7% |
| 7D | -7.3% | +3.5% | -10.8% | -8.2% |
| 30D | -4.0% | +16.2% | -20.2% | -8.1% |
| 3M | +2.7% | +18.9% | -16.2% | -2.5% |
| 6M | +14.9% | +37.3% | -22.5% | +4.5% |
| YTD | +23.5% | +9.7% | +13.8% | +19.1% |
| 1Y | +30.4% | +15.2% | +15.2% | +23.9% |
| 3Y | +143.2% | +61.8% | +81.4% | +109.4% |
| All | +143.2% | +57.9% | +85.3% | +109.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling