-5.9%
MDB vs PPL
+56.0%
-61.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.6% |
| 7D | -11.4% | +0.4% | -11.8% | -11.2% |
| 30D | -13.8% | +5.4% | -19.3% | -12.7% |
| 3M | -15.5% | +4.3% | -19.7% | -14.4% |
| 6M | +17.9% | -1.3% | +19.3% | +19.0% |
| YTD | -25.5% | +4.7% | -30.1% | -24.4% |
| 1Y | -12.1% | +1.3% | -13.3% | -10.9% |
| 3Y | -5.9% | +57.2% | -63.1% | -10.5% |
| All | -5.9% | +56.0% | -61.9% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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