+117.4%
PM vs MDB
-28.4%
+145.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -2.0% |
| 7D | -4.9% | -17.4% | +12.6% | -4.9% |
| 30D | -3.4% | -2.0% | -1.4% | -3.4% |
| 3M | +5.2% | -3.0% | +8.2% | +5.2% |
| 6M | +3.7% | +48.7% | -45.0% | +3.5% |
| YTD | +15.8% | -12.1% | +27.9% | +15.8% |
| 1Y | +17.4% | +14.5% | +2.9% | +17.2% |
| 3Y | +116.9% | -6.1% | +123.1% | +116.2% |
| All | +117.4% | -28.4% | +145.8% | +108.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling