-40.1%
MDB vs PNR
-2.0%
-38.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.8% |
| 7D | +11.6% | -2.3% | +13.9% | +13.4% |
| 30D | -8.9% | +29.3% | -38.2% | -26.9% |
| 3M | -22.4% | +4.1% | -26.5% | -25.9% |
| 6M | +10.1% | -8.6% | +18.7% | +13.2% |
| YTD | -19.0% | -33.6% | +14.6% | +8.1% |
| 1Y | -7.0% | -36.4% | +29.4% | +29.1% |
| 3Y | -9.8% | +15.1% | -24.9% | -36.5% |
| 5Y | -40.1% | -3.8% | -36.3% | -45.8% |
| All | -40.1% | -2.0% | -38.0% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling