-24.5%
MDB vs PNC
+51.0%
-75.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.2% |
| 7D | -4.5% | -0.7% | -3.8% | -4.1% |
| 30D | -14.0% | -4.4% | -9.6% | -11.7% |
| 3M | +5.3% | +4.5% | +0.8% | +1.9% |
| 6M | +31.9% | +19.1% | +12.8% | +16.0% |
| YTD | -14.6% | +18.0% | -32.6% | -24.8% |
| 1Y | +8.2% | +24.1% | -15.8% | -8.3% |
| 3Y | -5.0% | +130.0% | -135.0% | -50.1% |
| 5Y | -24.5% | +50.4% | -74.9% | -44.2% |
| All | -24.5% | +51.0% | -75.6% | -44.2% |
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