+100.8%
PG vs MDB
+978.8%
-878.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.5% |
| 7D | -0.4% | -18.0% | +17.6% | -0.1% |
| 30D | -0.1% | -10.7% | +10.6% | 0.0% |
| 3M | +1.1% | +1.0% | +0.1% | +0.9% |
| 6M | -3.8% | +31.6% | -35.4% | -4.7% |
| YTD | +3.8% | -15.2% | +19.0% | +3.8% |
| 1Y | -5.8% | +10.1% | -15.9% | -6.5% |
| 3Y | +3.0% | -5.6% | +8.7% | +1.5% |
| 5Y | +14.5% | -24.5% | +39.0% | +10.9% |
| All | +100.8% | +978.8% | -878.0% | +74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling