-6.4%
MDB vs PR
+73.2%
-79.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.7% |
| 7D | -17.4% | +2.9% | -20.3% | -18.0% |
| 30D | -2.0% | +18.0% | -20.1% | -6.3% |
| 3M | -3.0% | +16.9% | -19.9% | -7.4% |
| 6M | +48.7% | +28.2% | +20.5% | +36.9% |
| YTD | -12.1% | +69.3% | -81.5% | -25.9% |
| 1Y | +14.5% | +69.5% | -55.0% | -4.3% |
| All | -6.4% | +73.2% | -79.6% | -29.5% |
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