-11.6%
MDB vs PBR
+69.2%
-80.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -3.0% | -1.8% |
| 7D | +6.8% | -1.0% | +7.9% | +6.9% |
| 30D | -6.2% | -29.3% | +23.1% | -2.7% |
| 3M | -29.2% | +5.5% | -34.8% | -31.3% |
| 6M | +10.3% | -2.9% | +13.2% | +8.6% |
| YTD | -20.4% | +61.5% | -81.8% | -31.8% |
| 1Y | -4.8% | +46.9% | -51.7% | -16.2% |
| 3Y | -11.6% | +66.4% | -78.0% | -28.1% |
| All | -11.6% | +69.2% | -80.7% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling