+156.2%
PLD vs MDB
+823.0%
-666.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.2% | +5.1% | -1.3% |
| 7D | +0.4% | -20.9% | +21.3% | +3.2% |
| 30D | -0.1% | -15.6% | +15.5% | +1.7% |
| 3M | -7.9% | -19.1% | +11.1% | -6.6% |
| 6M | -7.0% | +14.2% | -21.2% | -10.7% |
| YTD | +3.1% | -27.4% | +30.5% | +3.8% |
| 1Y | +7.1% | -13.0% | +20.1% | +4.6% |
| 3Y | +32.9% | -11.2% | +44.1% | +22.8% |
| 5Y | +1.5% | -45.2% | +46.7% | -7.6% |
| All | +156.2% | +823.0% | -666.8% | +66.6% |
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