+100.4%
PG vs MDB
+997.6%
-897.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +1.7% |
| 7D | -0.8% | -1.8% | +1.0% | -0.8% |
| 30D | +0.8% | -17.3% | +18.1% | +1.1% |
| 3M | -1.3% | +2.2% | -3.5% | -1.5% |
| 6M | -3.8% | +33.9% | -37.7% | -4.7% |
| YTD | +3.6% | -13.7% | +17.3% | +3.6% |
| 1Y | -5.7% | +9.1% | -14.8% | -6.5% |
| 3Y | +1.6% | -8.1% | +9.7% | +0.2% |
| 5Y | +14.6% | -25.9% | +40.5% | +11.2% |
| All | +100.4% | +997.6% | -897.2% | +73.6% |
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