+17.6%
MDB vs PCOR
-9.2%
+26.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.6% |
| 7D | -1.0% | +20.7% | -21.7% | -16.4% |
| 30D | -14.0% | +35.7% | -49.6% | -33.8% |
| 3M | -20.3% | +31.1% | -51.4% | -37.3% |
| 6M | +10.9% | +43.1% | -32.3% | -19.3% |
| YTD | -20.9% | +4.8% | -25.7% | -28.4% |
| 1Y | -11.2% | -3.7% | -7.5% | -14.1% |
| 3Y | -11.9% | +46.5% | -58.5% | -44.7% |
| 5Y | -40.2% | -17.3% | -22.9% | -48.6% |
| All | +17.6% | -9.2% | +26.8% | +0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling