+14.5%
MDB vs ALHC
-16.6%
+31.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.0% | -4.1% |
| 7D | -17.4% | -0.6% | -16.9% | -17.5% |
| 30D | -2.0% | -1.0% | -1.0% | -2.1% |
| 3M | -3.0% | -10.2% | +7.1% | -2.1% |
| 6M | +48.7% | -28.3% | +77.0% | +50.3% |
| YTD | -12.1% | -31.4% | +19.3% | -9.2% |
| 1Y | +14.5% | -16.9% | +31.4% | +20.6% |
| All | +14.5% | -16.6% | +31.1% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling