-24.7%
MDB vs PPL
+39.5%
-64.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -17.4% | +2.7% | -20.1% | -17.9% |
| 30D | -2.0% | +0.5% | -2.5% | -2.2% |
| 3M | -3.0% | +0.7% | -3.7% | -3.5% |
| 6M | +48.7% | -7.6% | +56.3% | +51.0% |
| YTD | -12.1% | +1.8% | -14.0% | -13.3% |
| 1Y | +14.5% | -0.8% | +15.3% | +13.6% |
| 3Y | -6.1% | +56.9% | -63.0% | -26.1% |
| All | -24.7% | +39.5% | -64.2% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling