+296.8%
PSX vs MDB
+1,017.4%
-720.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.5% |
| 7D | +4.5% | -17.4% | +22.0% | +5.9% |
| 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% | +51.1% |
| YTD | +101.8% | -12.1% | +114.0% | +101.0% |
| 1Y | +99.6% | +14.5% | +85.1% | +94.2% |
| 3Y | +140.3% | -6.1% | +146.5% | +129.3% |
| 5Y | +339.3% | -27.3% | +366.7% | +309.5% |
| All | +296.8% | +1,017.4% | -720.6% | +159.9% |
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