+1,010.1%
MDB vs PH
+502.2%
+507.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.1% |
| 7D | -18.0% | +0.4% | -18.4% | -18.1% |
| 30D | -10.7% | -10.8% | +0.1% | -5.8% |
| 3M | +1.0% | +8.5% | -7.5% | -4.3% |
| 6M | +31.6% | +3.9% | +27.7% | +25.9% |
| YTD | -15.2% | +9.4% | -24.6% | -21.2% |
| 1Y | +10.1% | +26.8% | -16.7% | -5.8% |
| 3Y | -5.6% | +140.8% | -146.4% | -42.0% |
| 5Y | -24.5% | +253.8% | -278.3% | -61.0% |
| All | +1,010.1% | +502.2% | +507.9% | +299.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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