-57.3%
PINS vs MDB
-39.7%
-17.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.4% | +0.9% |
| 7D | -9.4% | +3.0% | -12.3% | -10.2% |
| 30D | -10.2% | -11.3% | +1.1% | -7.5% |
| 3M | -19.0% | -23.0% | +4.0% | -14.3% |
| 6M | -7.4% | +14.8% | -22.1% | -15.3% |
| YTD | -25.7% | -19.4% | -6.3% | -26.0% |
| 1Y | -29.7% | -9.0% | -20.7% | -33.6% |
| 3Y | -38.1% | -10.3% | -27.8% | -47.6% |
| 5Y | -57.3% | -38.4% | -18.9% | -64.0% |
| All | -57.3% | -39.7% | -17.5% | -64.0% |
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 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