+171.0%
HUBS vs MDB
+986.0%
-815.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -4.9% | -4.6% |
| 7D | -6.2% | -4.5% | -1.7% | -4.1% |
| 30D | +6.6% | -14.0% | +20.6% | +14.1% |
| 3M | +16.4% | +5.3% | +11.1% | +12.3% |
| 6M | -19.7% | +31.9% | -51.6% | -30.8% |
| YTD | -42.6% | -14.6% | -28.0% | -40.4% |
| 1Y | -54.2% | +8.2% | -62.4% | -58.4% |
| 3Y | -57.1% | -5.0% | -52.1% | -64.6% |
| 5Y | -66.2% | -24.5% | -41.7% | -72.1% |
| All | +171.0% | +986.0% | -815.0% | -28.7% |
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