+14.5%
MDB vs PNR
-43.1%
+57.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.2% |
| 7D | -17.4% | -2.4% | -15.1% | -16.9% |
| 30D | -2.0% | -12.8% | +10.7% | +1.1% |
| 3M | -3.0% | -17.0% | +14.0% | +0.5% |
| 6M | +48.7% | -37.4% | +86.1% | +68.4% |
| YTD | -12.1% | -41.6% | +29.5% | +2.9% |
| 1Y | +14.5% | -44.6% | +59.1% | +36.9% |
| All | +14.5% | -43.1% | +57.6% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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