-24.7%
MDB vs PCOR
-43.0%
+18.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.3% | +0.2% | -0.7% |
| 7D | -17.4% | -9.0% | -8.5% | -10.8% |
| 30D | -2.0% | +4.2% | -6.2% | -4.8% |
| 3M | -3.0% | +14.4% | -17.4% | -13.9% |
| 6M | +48.7% | +0.2% | +48.5% | +44.5% |
| YTD | -12.1% | -20.3% | +8.1% | +2.0% |
| 1Y | +14.5% | -16.1% | +30.6% | +24.3% |
| 3Y | -6.1% | -14.7% | +8.6% | -7.5% |
| All | -24.7% | -43.0% | +18.3% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling