+293.6%
PSX vs MDB
+892.0%
-598.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.6% | -1.7% | +2.6% |
| 7D | -8.0% | -0.9% | -7.1% | -7.9% |
| 30D | -9.0% | -15.2% | +6.1% | -8.2% |
| 3M | +24.7% | -17.9% | +42.7% | +25.7% |
| 6M | +49.3% | +9.3% | +40.0% | +46.8% |
| YTD | +100.2% | -22.0% | +122.2% | +100.3% |
| 1Y | +88.8% | -9.3% | +98.2% | +86.3% |
| 3Y | +152.5% | -10.4% | +162.9% | +141.0% |
| 5Y | +283.2% | -43.2% | +326.4% | +263.5% |
| All | +293.6% | +892.0% | -598.4% | +158.9% |
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 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