+272.5%
PM vs MDY
+165.3%
+107.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +0.5% | +2.3% | -1.7% | -0.5% |
| 30D | -3.2% | +2.0% | -5.2% | -4.1% |
| 3M | +6.2% | -5.6% | +11.9% | +8.8% |
| 6M | +7.7% | +1.3% | +6.4% | +6.5% |
| YTD | +27.3% | +12.3% | +14.9% | +19.6% |
| 1Y | +32.8% | +15.8% | +17.0% | +22.9% |
| 3Y | +150.0% | +56.5% | +93.5% | +91.7% |
| 5Y | +164.2% | +35.1% | +129.1% | +116.7% |
| All | +272.5% | +165.3% | +107.2% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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