+1,017.5%
MDB vs PGR
+481.3%
+536.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -4.5% | -2.7% | -1.9% | -3.8% |
| 30D | -14.0% | +0.7% | -14.7% | -14.3% |
| 3M | +5.3% | +7.7% | -2.4% | +2.8% |
| 6M | +31.9% | +4.3% | +27.6% | +29.5% |
| YTD | -14.6% | +0.7% | -15.3% | -15.4% |
| 1Y | +8.2% | -5.7% | +13.9% | +8.8% |
| 3Y | -5.0% | +73.7% | -78.7% | -24.3% |
| 5Y | -24.5% | +158.4% | -182.9% | -51.3% |
| All | +1,017.5% | +481.3% | +536.2% | +365.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling