+282.2%
PSX vs MDB
+848.0%
-565.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -0.7% |
| 7D | -13.1% | -11.4% | -1.8% | -12.4% |
| 30D | -9.5% | -13.8% | +4.3% | -8.8% |
| 3M | +20.2% | -15.5% | +35.6% | +20.8% |
| 6M | +44.9% | +17.9% | +27.0% | +41.6% |
| YTD | +94.4% | -25.5% | +119.9% | +95.1% |
| 1Y | +83.1% | -12.1% | +95.1% | +80.9% |
| 3Y | +132.2% | -5.9% | +138.0% | +120.7% |
| 5Y | +278.8% | -43.7% | +322.5% | +259.3% |
| All | +282.2% | +848.0% | -565.7% | +152.2% |
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