+920.8%
MDB vs PFGC
+294.9%
+625.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.0% | +0.7% | +3.6% |
| 7D | -0.9% | +10.8% | -11.8% | -3.9% |
| 30D | -15.2% | +17.8% | -33.0% | -19.1% |
| 3M | -17.9% | -2.7% | -15.2% | -17.9% |
| 6M | +9.3% | +20.0% | -10.7% | +3.0% |
| YTD | -22.0% | +24.3% | -46.3% | -27.6% |
| 1Y | -9.3% | +13.2% | -22.5% | -13.8% |
| 3Y | -10.4% | +85.9% | -96.3% | -25.4% |
| 5Y | -43.2% | +141.0% | -184.3% | -55.0% |
| All | +920.8% | +294.9% | +625.9% | +595.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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