+959.5%
MDB vs PR
+44.6%
+914.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.3% |
| 7D | +11.6% | +6.7% | +4.9% | +10.9% |
| 30D | -8.9% | -6.1% | -2.8% | -8.4% |
| 3M | -22.4% | +6.9% | -29.2% | -23.0% |
| 6M | +10.1% | +14.6% | -4.5% | +8.4% |
| YTD | -19.0% | +66.1% | -85.2% | -23.3% |
| 1Y | -7.0% | +77.0% | -84.0% | -12.5% |
| 3Y | -9.8% | +93.8% | -103.7% | -16.2% |
| 5Y | -40.1% | +268.2% | -308.3% | -47.5% |
| All | +959.5% | +44.6% | +914.9% | +1,051.5% |
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