+180.9%
PM vs MDB
+892.0%
-711.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.6% | -7.1% | -2.5% |
| 7D | -7.3% | -0.9% | -6.4% | -7.3% |
| 30D | -4.0% | -15.2% | +11.2% | -3.7% |
| 3M | +2.7% | -17.9% | +20.7% | +3.0% |
| 6M | +14.9% | +9.3% | +5.5% | +14.0% |
| YTD | +23.5% | -22.0% | +45.5% | +23.5% |
| 1Y | +30.4% | -9.3% | +39.7% | +29.6% |
| 3Y | +143.2% | -10.4% | +153.6% | +138.8% |
| 5Y | +159.5% | -43.2% | +202.7% | +154.6% |
| All | +180.9% | +892.0% | -711.1% | +115.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling