+1,065.8%
MDB vs PNR
+37.8%
+1,028.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +5.1% |
| 7D | -2.8% | -5.5% | +2.7% | +0.5% |
| 30D | -14.9% | -15.6% | +0.7% | -5.9% |
| 3M | +7.3% | -20.2% | +27.5% | +20.7% |
| 6M | +38.2% | -36.6% | +74.8% | +76.5% |
| YTD | -10.9% | -45.0% | +34.1% | +23.4% |
| 1Y | +11.6% | -47.4% | +59.1% | +58.7% |
| 3Y | -0.9% | -13.7% | +12.8% | +2.9% |
| 5Y | -23.5% | -20.8% | -2.7% | -21.5% |
| All | +1,065.8% | +37.8% | +1,028.0% | +805.6% |
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