-9.7%
MDB vs PNC
+129.8%
-139.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.0% |
| 7D | -18.0% | +2.3% | -20.3% | -19.0% |
| 30D | -10.7% | -3.8% | -6.9% | -9.2% |
| 3M | +1.0% | +7.8% | -6.8% | -2.9% |
| 6M | +31.6% | +19.7% | +11.9% | +19.1% |
| YTD | -15.2% | +19.1% | -34.3% | -23.2% |
| 1Y | +10.1% | +23.1% | -13.0% | -2.3% |
| All | -9.7% | +129.8% | -139.6% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling