-45.2%
MDB vs PCOR
-19.6%
-25.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.0% |
| 7D | -11.4% | +22.7% | -34.1% | -26.9% |
| 30D | -13.8% | +37.5% | -51.3% | -35.2% |
| 3M | -15.5% | +35.2% | -50.6% | -35.9% |
| 6M | +17.9% | +42.2% | -24.3% | -15.2% |
| YTD | -25.5% | +3.6% | -29.0% | -32.3% |
| 1Y | -12.1% | -4.8% | -7.3% | -14.5% |
| 3Y | -5.9% | +48.3% | -54.2% | -44.6% |
| All | -45.2% | -19.6% | -25.6% | -44.9% |
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