+942.1%
MDB vs PNR
+66.7%
+875.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.9% | -1.8% |
| 7D | +6.8% | +0.3% | +6.6% | +6.7% |
| 30D | -6.2% | +31.7% | -37.9% | -21.1% |
| 3M | -29.2% | +2.6% | -31.9% | -31.1% |
| 6M | +10.3% | -6.4% | +16.7% | +11.0% |
| YTD | -20.4% | -33.4% | +13.1% | -2.5% |
| 1Y | -4.8% | -35.1% | +30.2% | +18.1% |
| 3Y | -11.6% | +17.1% | -28.7% | -24.4% |
| 5Y | -41.0% | -3.5% | -37.5% | -46.7% |
| All | +942.1% | +66.7% | +875.4% | +615.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling