-13.7%
HAL vs MDB
-9.9%
-3.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.5% |
| 7D | -12.0% | -11.4% | -0.6% | -11.2% |
| 30D | +0.3% | -13.8% | +14.1% | +1.3% |
| 3M | -1.6% | -15.5% | +13.8% | -1.1% |
| 6M | -20.5% | +17.9% | -38.4% | -22.6% |
| YTD | +14.2% | -25.5% | +39.7% | +14.8% |
| 1Y | +18.9% | -12.1% | +30.9% | +17.1% |
| 3Y | -13.7% | -5.9% | -7.9% | -21.7% |
| All | -13.7% | -9.9% | -3.8% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling