-7.7%
MDB vs PNC
+32.8%
-40.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.8% | -2.2% |
| 7D | -16.5% | +2.3% | -18.8% | -16.6% |
| 30D | -8.6% | +7.0% | -15.5% | -8.9% |
| 3M | -13.6% | -7.3% | -6.3% | -13.1% |
| 6M | +24.1% | +8.9% | +15.1% | +22.6% |
| YTD | -21.8% | +15.5% | -37.3% | -22.4% |
| 1Y | -7.7% | +31.8% | -39.5% | -9.0% |
| All | -7.7% | +32.8% | -40.5% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 1y: compounded portfolio wealth divided by compounded PNC 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…
1y analysis · Full analysis span regression · 6 months rolling