+1,049.8%
MDB vs PPG
+20.6%
+1,029.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.7% | -4.8% |
| 7D | -17.4% | -1.5% | -16.0% | -17.0% |
| 30D | -2.0% | -5.0% | +2.9% | +0.2% |
| 3M | -3.0% | +1.1% | -4.1% | -4.5% |
| 6M | +48.7% | -3.2% | +51.9% | +47.4% |
| YTD | -12.1% | +11.9% | -24.0% | -19.7% |
| 1Y | +14.5% | +5.3% | +9.2% | +7.4% |
| 3Y | -6.1% | -15.0% | +8.9% | -3.2% |
| 5Y | -27.3% | -19.6% | -7.7% | -24.9% |
| All | +1,049.8% | +20.6% | +1,029.2% | +809.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling