-26.7%
MDB vs PPG
-23.1%
-3.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +2.1% |
| 7D | -4.5% | -3.7% | -0.8% | -2.4% |
| 30D | -14.0% | -7.2% | -6.8% | -10.1% |
| 3M | +5.3% | -7.3% | +12.7% | +8.9% |
| 6M | +31.9% | +0.3% | +31.6% | +26.9% |
| YTD | -14.6% | +6.5% | -21.1% | -22.9% |
| 1Y | +8.2% | +0.5% | +7.7% | +1.3% |
| 3Y | -5.0% | -15.3% | +10.3% | -1.4% |
| All | -26.7% | -23.1% | -3.6% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling