+166.4%
PM vs MDB
+978.8%
-812.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 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