-40.1%
MDB vs PNC
+35.5%
-75.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | +11.6% | +1.9% | +9.7% | +10.3% |
| 30D | -8.9% | +6.2% | -15.2% | -12.4% |
| 3M | -22.4% | -8.7% | -13.7% | -18.0% |
| 6M | +10.1% | +9.2% | +0.9% | +2.5% |
| YTD | -19.0% | +14.3% | -33.4% | -27.6% |
| 1Y | -7.0% | +27.7% | -34.7% | -23.3% |
| 3Y | -9.8% | +113.5% | -123.3% | -51.1% |
| 5Y | -40.1% | +36.7% | -76.8% | -54.0% |
| All | -40.1% | +35.5% | -75.6% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling