+7.9%
MDB vs PCOR
-10.0%
+17.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | 0.0% | -7.2% | -7.2% |
| 7D | -20.9% | +23.7% | -44.6% | -34.6% |
| 30D | -15.6% | +39.0% | -54.6% | -36.2% |
| 3M | -19.1% | +35.8% | -54.8% | -38.0% |
| 6M | +14.2% | +38.2% | -24.0% | -14.6% |
| YTD | -27.4% | +3.9% | -31.4% | -33.8% |
| 1Y | -13.0% | +5.7% | -18.7% | -22.5% |
| 3Y | -11.2% | +44.8% | -56.0% | -43.7% |
| 5Y | -45.2% | -19.8% | -25.4% | -52.3% |
| All | +7.9% | -10.0% | +17.9% | -7.0% |
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