+145.3%
HD vs MDB
+1,017.4%
-872.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +1.4% |
| 7D | -2.1% | -17.4% | +15.4% | 0.0% |
| 30D | -8.4% | -2.0% | -6.4% | -8.5% |
| 3M | +4.3% | -3.0% | +7.4% | +4.0% |
| 6M | -11.1% | +48.7% | -59.8% | -16.5% |
| YTD | -4.7% | -12.1% | +7.5% | -5.3% |
| 1Y | -19.8% | +14.5% | -34.3% | -23.4% |
| 3Y | +4.1% | -6.1% | +10.2% | -2.7% |
| 5Y | +10.3% | -27.3% | +37.6% | -1.0% |
| All | +145.3% | +1,017.4% | -872.1% | +44.8% |
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