+185.4%
PM vs MDB
+848.0%
-662.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -1.9% |
| 7D | -5.2% | -11.4% | +6.1% | -5.0% |
| 30D | +2.7% | -13.8% | +16.5% | +3.0% |
| 3M | +5.2% | -15.5% | +20.7% | +5.4% |
| 6M | +17.0% | +17.9% | -0.9% | +15.8% |
| YTD | +25.5% | -25.5% | +51.0% | +25.6% |
| 1Y | +35.5% | -12.1% | +47.6% | +34.8% |
| 3Y | +143.9% | -5.9% | +149.8% | +138.7% |
| 5Y | +161.8% | -43.7% | +205.5% | +156.5% |
| All | +185.4% | +848.0% | -662.6% | +118.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling