+95.5%
PSX vs MDB
-7.1%
+102.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.8% |
| 7D | +7.8% | +6.8% | +1.0% | +7.8% |
| 30D | -10.9% | -6.2% | -4.7% | -10.9% |
| 3M | +14.5% | -29.2% | +43.7% | +14.6% |
| 6M | +56.1% | +10.3% | +45.8% | +56.7% |
| YTD | +109.6% | -20.4% | +130.0% | +105.4% |
| 1Y | +95.5% | -4.8% | +100.3% | +92.6% |
| All | +95.5% | -7.1% | +102.6% | +92.6% |
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