+920.8%
MDB vs PR
+36.7%
+884.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +4.7% |
| 7D | -0.9% | -12.4% | +11.5% | +0.3% |
| 30D | -15.2% | -6.6% | -8.6% | -14.7% |
| 3M | -17.9% | +7.5% | -25.4% | -18.6% |
| 6M | +9.3% | +10.8% | -1.5% | +8.0% |
| YTD | -22.0% | +57.0% | -79.0% | -25.7% |
| 1Y | -9.3% | +67.9% | -77.3% | -14.3% |
| 3Y | -10.4% | +87.6% | -98.0% | -16.4% |
| 5Y | -43.2% | +220.4% | -263.6% | -49.8% |
| All | +920.8% | +36.7% | +884.1% | +1,015.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling