+312.5%
HL vs MDB
+1,032.9%
-720.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.3% | -8.3% | -4.8% |
| 7D | -5.6% | -2.8% | -2.9% | -5.2% |
| 30D | +12.7% | -14.9% | +27.6% | +15.3% |
| 3M | +42.5% | +7.3% | +35.2% | +39.1% |
| 6M | -9.0% | +38.2% | -47.2% | -16.1% |
| YTD | +4.4% | -10.9% | +15.3% | +3.8% |
| 1Y | +82.7% | +11.6% | +71.0% | +73.8% |
| 3Y | +406.3% | -0.9% | +407.2% | +362.2% |
| 5Y | +238.2% | -23.5% | +261.7% | +192.7% |
| All | +312.5% | +1,032.9% | -720.5% | +147.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling