-23.5%
MDB vs PBR
+558.3%
-581.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.2% | +2.2% | +4.0% |
| 7D | -2.8% | +4.2% | -7.0% | -3.3% |
| 30D | -14.9% | +22.7% | -37.6% | -17.5% |
| 3M | +7.3% | +21.5% | -14.2% | +3.9% |
| 6M | +38.2% | +24.0% | +14.2% | +32.7% |
| YTD | -10.9% | +88.2% | -99.2% | -20.4% |
| 1Y | +11.6% | +74.8% | -63.2% | +0.8% |
| 3Y | -0.9% | +105.1% | -106.0% | -13.5% |
| 5Y | -23.5% | +572.2% | -595.8% | -44.2% |
| All | -23.5% | +558.3% | -581.9% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling