+303.1%
PSX vs MDB
+978.8%
-675.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.0% | +1.8% |
| 7D | +2.8% | -18.0% | +20.8% | +4.2% |
| 30D | +27.8% | -10.7% | +38.5% | +28.5% |
| 3M | +42.0% | +1.0% | +41.1% | +41.3% |
| 6M | +58.1% | +31.6% | +26.5% | +53.7% |
| YTD | +105.0% | -15.2% | +120.2% | +104.7% |
| 1Y | +104.9% | +10.1% | +94.8% | +99.9% |
| 3Y | +134.1% | -5.6% | +139.7% | +123.2% |
| 5Y | +363.8% | -24.5% | +388.4% | +330.4% |
| All | +303.1% | +978.8% | -675.7% | +164.7% |
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