-35.1%
HL vs MDB
+10.4%
-45.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.5% | -5.9% | -5.5% |
| 7D | -7.6% | +11.6% | -19.2% | -9.4% |
| 30D | -17.5% | -8.9% | -8.6% | -16.2% |
| 3M | -26.2% | -22.4% | -3.8% | -24.1% |
| 6M | -35.1% | +10.1% | -45.1% | -37.3% |
| All | -35.1% | +10.4% | -45.5% | -37.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling