+24.1%
MDB vs PR
+2.9%
+21.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.5% | -2.4% |
| 7D | -16.5% | -12.1% | -4.4% | -17.1% |
| 30D | -8.6% | +0.9% | -9.5% | -7.5% |
| 3M | -13.6% | +10.1% | -23.7% | -11.9% |
| 6M | +24.1% | +1.1% | +23.0% | +40.2% |
| All | +24.1% | +2.9% | +21.1% | +40.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling