+29.7%
PM vs MDB
-9.5%
+39.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.8% | +1.2% |
| 7D | -7.1% | +3.0% | -10.0% | -6.9% |
| 30D | -2.8% | -11.3% | +8.5% | -3.2% |
| 3M | +6.3% | -23.0% | +29.4% | +5.6% |
| 6M | +9.6% | +14.8% | -5.1% | +10.4% |
| YTD | +25.6% | -19.4% | +45.0% | +25.5% |
| 1Y | +29.7% | -9.0% | +38.6% | +30.0% |
| All | +29.7% | -9.5% | +39.1% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling