+12.6%
MDB vs PBR
+75.8%
-63.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.2% | +2.2% | +4.6% |
| 7D | -2.8% | +4.2% | -7.0% | -2.3% |
| 30D | -14.9% | +22.7% | -37.6% | -13.2% |
| 3M | +7.3% | +21.5% | -14.2% | +9.4% |
| 6M | +38.2% | +24.0% | +14.2% | +39.9% |
| YTD | -10.9% | +88.2% | -99.2% | -3.0% |
| All | +12.6% | +75.8% | -63.2% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling