+11.6%
MDB vs PNR
-47.3%
+59.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.7% |
| 7D | -2.8% | -5.5% | +2.7% | -1.3% |
| 30D | -14.9% | -15.6% | +0.7% | -11.2% |
| 3M | +7.3% | -20.2% | +27.5% | +12.6% |
| 6M | +38.2% | -36.6% | +74.8% | +55.3% |
| YTD | -10.9% | -45.0% | +34.1% | +6.2% |
| 1Y | +11.6% | -47.4% | +59.1% | +35.7% |
| All | +11.6% | -47.3% | +59.0% | +35.7% |
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