+345.0%
PSX vs MDB
-28.4%
+373.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.4% |
| 7D | +4.5% | -17.4% | +22.0% | +5.6% |
| 30D | +26.6% | -2.0% | +28.6% | +26.5% |
| 3M | +39.3% | -3.0% | +42.3% | +39.0% |
| 6M | +56.8% | +48.7% | +8.1% | +52.1% |
| YTD | +101.8% | -12.1% | +114.0% | +101.3% |
| 1Y | +99.6% | +14.5% | +85.1% | +95.0% |
| 3Y | +140.3% | -6.1% | +146.5% | +128.9% |
| All | +345.0% | -28.4% | +373.3% | +306.9% |
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