-3.5%
HD vs MDB
-8.9%
+5.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -0.5% | +11.6% | -12.0% | -0.4% |
| 30D | +18.5% | -8.9% | +27.4% | +18.4% |
| 3M | +2.2% | -22.4% | +24.5% | +2.2% |
| 6M | +13.8% | +10.1% | +3.8% | +13.8% |
| YTD | +3.4% | -19.0% | +22.4% | +2.6% |
| 1Y | -3.5% | -7.0% | +3.5% | -3.9% |
| All | -3.5% | -8.9% | +5.4% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling