-11.9%
MDB vs PR
+86.9%
-98.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.2% |
| 7D | -1.0% | -9.5% | +8.5% | +1.6% |
| 30D | -14.0% | -5.7% | -8.3% | -12.7% |
| 3M | -20.3% | +3.0% | -23.3% | -21.4% |
| 6M | +10.9% | +11.8% | -1.0% | +6.2% |
| YTD | -20.9% | +58.5% | -79.4% | -33.7% |
| 1Y | -11.2% | +69.9% | -81.1% | -28.1% |
| 3Y | -11.9% | +84.9% | -96.8% | -34.5% |
| All | -11.9% | +86.9% | -98.8% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling