-9.1%
MDB vs PPG
-16.1%
+7.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.3% |
| 7D | -4.5% | -3.7% | -0.8% | -3.6% |
| 30D | -14.0% | -7.2% | -6.8% | -12.3% |
| 3M | +5.3% | -7.3% | +12.7% | +6.9% |
| 6M | +31.9% | +0.3% | +31.6% | +29.7% |
| YTD | -14.6% | +6.5% | -21.1% | -19.2% |
| 1Y | +8.2% | +0.5% | +7.7% | +5.2% |
| All | -9.1% | -16.1% | +7.0% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling