+1,010.1%
MDB vs PBR
+613.1%
+397.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.5% | -7.0% | -4.1% |
| 7D | -18.0% | +2.5% | -20.5% | -18.5% |
| 30D | -10.7% | +19.4% | -30.1% | -13.9% |
| 3M | +1.0% | +20.8% | -19.8% | -3.2% |
| 6M | +31.6% | +23.5% | +8.1% | +25.0% |
| YTD | -15.2% | +83.4% | -98.6% | -25.9% |
| 1Y | +10.1% | +77.6% | -67.4% | -3.4% |
| 3Y | -5.6% | +99.9% | -105.5% | -20.2% |
| 5Y | -24.5% | +567.7% | -592.3% | -52.5% |
| All | +1,010.1% | +613.1% | +397.0% | +492.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling