+12.8%
PG vs MDB
-22.0%
+34.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | +0.2% |
| 7D | -2.7% | -2.8% | +0.1% | -2.7% |
| 30D | -1.5% | -14.9% | +13.3% | -1.5% |
| 3M | -3.4% | +7.3% | -10.7% | -3.4% |
| 6M | -7.0% | +38.2% | -45.2% | -7.1% |
| YTD | +2.0% | -10.9% | +12.9% | +2.1% |
| 1Y | -6.5% | +11.6% | -18.1% | -6.6% |
| 3Y | +1.2% | -0.9% | +2.1% | +0.6% |
| 5Y | +12.8% | -23.5% | +36.3% | +8.2% |
| All | +12.8% | -22.0% | +34.8% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling