+171.5%
PLD vs MDB
+1,017.4%
-845.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.2% |
| 7D | -2.4% | -17.4% | +15.0% | -0.2% |
| 30D | -2.4% | -2.0% | -0.4% | -2.5% |
| 3M | -3.8% | -3.0% | -0.8% | -4.2% |
| 6M | 0.0% | +48.7% | -48.7% | -6.7% |
| YTD | +9.2% | -12.1% | +21.4% | +8.2% |
| 1Y | +25.9% | +14.5% | +11.4% | +19.5% |
| 3Y | +21.3% | -6.1% | +27.4% | +12.4% |
| 5Y | +14.1% | -27.3% | +41.5% | +0.7% |
| All | +171.5% | +1,017.4% | -845.9% | +73.7% |
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