-16.4%
PINS vs MDB
+180.2%
-196.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -0.7% |
| 7D | -12.0% | -17.4% | +5.4% | -6.3% |
| 30D | -12.7% | -2.0% | -10.6% | -13.2% |
| 3M | -5.5% | -3.0% | -2.5% | -6.3% |
| 6M | +5.3% | +48.7% | -43.4% | -12.1% |
| YTD | -21.2% | -12.1% | -9.1% | -22.6% |
| 1Y | -45.0% | +14.5% | -59.5% | -51.8% |
| 3Y | -26.2% | -6.1% | -20.1% | -38.9% |
| 5Y | -64.0% | -27.3% | -36.6% | -71.4% |
| All | -16.4% | +180.2% | -196.6% | -73.2% |
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 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