+942.1%
MDB vs PFGC
+292.8%
+649.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | +6.8% | +3.4% | +3.4% | +5.9% |
| 30D | -6.2% | +16.9% | -23.1% | -10.4% |
| 3M | -29.2% | +6.4% | -35.6% | -30.8% |
| 6M | +10.3% | +16.0% | -5.7% | +4.9% |
| YTD | -20.4% | +23.6% | -44.0% | -26.0% |
| 1Y | -4.8% | +16.6% | -21.4% | -10.3% |
| 3Y | -11.6% | +82.3% | -93.9% | -26.0% |
| 5Y | -41.0% | +138.7% | -179.8% | -53.2% |
| All | +942.1% | +292.8% | +649.3% | +611.2% |
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