+1,049.8%
MDB vs PPL
+37.4%
+1,012.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -17.4% | +2.7% | -20.1% | -17.8% |
| 30D | -2.0% | +0.5% | -2.5% | -2.1% |
| 3M | -3.0% | +0.7% | -3.7% | -3.4% |
| 6M | +48.7% | -7.6% | +56.3% | +50.3% |
| YTD | -12.1% | +1.8% | -14.0% | -12.9% |
| 1Y | +14.5% | -0.8% | +15.3% | +13.9% |
| 3Y | -6.1% | +56.9% | -63.0% | -17.0% |
| 5Y | -27.3% | +39.5% | -66.8% | -34.0% |
| All | +1,049.8% | +37.4% | +1,012.4% | +889.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling