-7.7%
MDB vs PCOR
+4.0%
-11.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +19.7% | -21.8% | -12.5% |
| 7D | -16.5% | +21.8% | -38.4% | -26.3% |
| 30D | -8.6% | +39.5% | -48.1% | -25.9% |
| 3M | -13.6% | +35.2% | -48.8% | -28.5% |
| 6M | +24.1% | +21.7% | +2.3% | +7.3% |
| YTD | -21.8% | +3.9% | -25.7% | -27.7% |
| 1Y | -7.7% | +6.9% | -14.7% | -15.5% |
| All | -7.7% | +4.0% | -11.8% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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