+1,029.4%
MDB vs PGR
+487.1%
+542.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.3% |
| 7D | -1.8% | -0.6% | -1.2% | -1.6% |
| 30D | -17.3% | +4.9% | -22.2% | -18.4% |
| 3M | +2.2% | +7.6% | -5.4% | -0.2% |
| 6M | +33.9% | +8.3% | +25.6% | +30.2% |
| YTD | -13.7% | +1.7% | -15.4% | -14.8% |
| 1Y | +9.1% | -6.8% | +15.9% | +10.1% |
| 3Y | -8.1% | +73.4% | -81.6% | -26.7% |
| 5Y | -25.9% | +161.2% | -187.1% | -52.3% |
| All | +1,029.4% | +487.1% | +542.4% | +369.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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