+28.7%
PFE vs MDB
+892.0%
-863.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.2% | -0.7% |
| 7D | -4.7% | -0.9% | -3.8% | -4.7% |
| 30D | +3.4% | -15.2% | +18.5% | +3.9% |
| 3M | +9.2% | -17.9% | +27.1% | +9.7% |
| 6M | +15.8% | +9.3% | +6.5% | +14.6% |
| YTD | +23.4% | -22.0% | +45.4% | +23.4% |
| 1Y | +25.8% | -9.3% | +35.1% | +24.9% |
| 3Y | +17.8% | -10.4% | +28.2% | +15.0% |
| 5Y | -20.2% | -43.2% | +23.1% | -22.4% |
| All | +28.7% | +892.0% | -863.3% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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