+1,065.8%
MDB vs PPG
+12.5%
+1,053.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.3% | +5.2% |
| 7D | -2.8% | -5.1% | +2.4% | -0.4% |
| 30D | -14.9% | -9.6% | -5.3% | -10.9% |
| 3M | +7.3% | -6.4% | +13.8% | +9.8% |
| 6M | +38.2% | +0.5% | +37.7% | +34.4% |
| YTD | -10.9% | +4.4% | -15.4% | -16.0% |
| 1Y | +11.6% | -0.9% | +12.5% | +7.6% |
| 3Y | -0.9% | -17.0% | +16.0% | +3.0% |
| 5Y | -23.5% | -23.7% | +0.1% | -18.8% |
| All | +1,065.8% | +12.5% | +1,053.3% | +851.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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