-45.2%
MDB vs PR
+225.6%
-270.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.9% | -2.4% | -6.0% |
| 7D | -20.9% | -16.5% | -4.3% | -17.0% |
| 30D | -15.6% | -4.5% | -11.0% | -14.6% |
| 3M | -19.1% | +8.5% | -27.6% | -21.3% |
| 6M | +14.2% | -3.3% | +17.5% | +13.9% |
| YTD | -27.4% | +55.7% | -83.1% | -37.4% |
| 1Y | -13.0% | +82.0% | -95.1% | -28.8% |
| 3Y | -11.2% | +62.5% | -73.7% | -26.8% |
| 5Y | -45.2% | +223.9% | -269.1% | -66.3% |
| All | -45.2% | +225.6% | -270.8% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling