+10.8%
HD vs MDB
-28.4%
+39.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +1.3% |
| 7D | -2.1% | -17.4% | +15.4% | -0.4% |
| 30D | -8.4% | -2.0% | -6.4% | -8.5% |
| 3M | +4.3% | -3.0% | +7.4% | +4.1% |
| 6M | -11.1% | +48.7% | -59.8% | -15.6% |
| YTD | -4.7% | -12.1% | +7.5% | -5.1% |
| 1Y | -19.8% | +14.5% | -34.3% | -22.8% |
| 3Y | +4.1% | -6.1% | +10.2% | -1.6% |
| All | +10.8% | -28.4% | +39.2% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling