+10.8%
MDB vs PCOR
-10.3%
+21.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.0% |
| 7D | -11.4% | +22.7% | -34.1% | -26.3% |
| 30D | -13.8% | +37.5% | -51.3% | -34.4% |
| 3M | -15.5% | +35.2% | -50.6% | -35.0% |
| 6M | +17.9% | +42.2% | -24.3% | -13.8% |
| YTD | -25.5% | +3.6% | -29.0% | -31.9% |
| 1Y | -12.1% | -4.8% | -7.3% | -14.3% |
| 3Y | -5.9% | +48.3% | -54.2% | -41.7% |
| 5Y | -43.7% | -20.1% | -23.6% | -50.8% |
| All | +10.8% | -10.3% | +21.2% | -4.2% |
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