-10.1%
MDB vs PNR
+15.6%
-25.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.2% |
| 7D | +11.6% | -2.3% | +13.9% | +12.7% |
| 30D | -8.9% | +29.3% | -38.2% | -20.2% |
| 3M | -22.4% | +4.1% | -26.5% | -24.0% |
| 6M | +10.1% | -8.6% | +18.7% | +13.4% |
| YTD | -19.0% | -33.6% | +14.6% | +0.7% |
| 1Y | -7.0% | -36.4% | +29.4% | +19.1% |
| All | -10.1% | +15.6% | -25.7% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling