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  • PM vs MDB✓SelectedUSD · MDBPM vs MDB performance historyLatest closeAs of+1.21%09/08
Stock and ETF performance explorer

PM vs MDB

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+166.4%
MDB return
+978.8%
Excess return
-812.4%
Maximum drawdown
-38.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioMDBExcessAlpha
1D+1.2%-3.5%+4.7%+1.3%
7D-1.3%-18.0%+16.7%-0.8%
30D-2.6%-10.7%+8.2%-2.4%
3M+5.8%+1.0%+4.8%+5.6%
6M+10.6%+31.6%-21.1%+9.3%
YTD+17.2%-15.2%+32.3%+17.1%
1Y+17.6%+10.1%+7.5%+16.5%
3Y+124.3%-5.6%+129.9%+120.3%
5Y+125.1%-24.5%+149.6%+117.4%
All+166.4%+978.8%-812.4%+104.0%

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 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