-7.7%
MDB vs PNR
-31.2%
+23.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.4% | -2.5% |
| 7D | -16.5% | +11.9% | -28.4% | -18.1% |
| 30D | -8.6% | +37.1% | -45.7% | -14.0% |
| 3M | -13.6% | +5.7% | -19.3% | -13.5% |
| 6M | +24.1% | -5.7% | +29.7% | +26.7% |
| YTD | -21.8% | -29.8% | +8.0% | -10.4% |
| 1Y | -7.7% | -31.8% | +24.1% | +6.7% |
| All | -7.7% | -31.2% | +23.4% | +6.7% |
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