+67.7%
HBAN vs MDB
+912.7%
-845.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | +2.3% | +6.8% | -4.6% | +1.7% |
| 30D | +4.8% | -6.2% | +11.0% | +5.1% |
| 3M | -10.1% | -29.2% | +19.1% | -8.2% |
| 6M | +5.0% | +10.3% | -5.3% | +2.9% |
| YTD | -6.1% | -20.4% | +14.2% | -6.2% |
| 1Y | +4.6% | -4.8% | +9.4% | +2.7% |
| 3Y | +74.9% | -11.6% | +86.5% | +67.0% |
| 5Y | +21.4% | -41.0% | +62.5% | +13.6% |
| All | +67.7% | +912.7% | -845.0% | +13.4% |
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