+124.3%
PM vs MDT
+28.1%
+96.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.8% |
| 7D | -1.3% | +0.4% | -1.7% | -1.4% |
| 30D | -2.6% | +6.0% | -8.6% | -4.4% |
| 3M | +5.8% | +15.5% | -9.7% | +1.1% |
| 6M | +10.6% | +3.4% | +7.2% | +9.0% |
| YTD | +17.2% | -2.2% | +19.3% | +17.0% |
| 1Y | +17.6% | +2.6% | +15.1% | +15.6% |
| 3Y | +124.3% | +27.5% | +96.7% | +103.7% |
| All | +124.3% | +28.1% | +96.1% | +103.7% |
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