+24.9%
MDB vs ALHC
-59.7%
+84.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.5% | -4.1% | +0.3% |
| 7D | -1.0% | +3.8% | -4.8% | -1.9% |
| 30D | -14.0% | +1.7% | -15.6% | -14.5% |
| 3M | -20.3% | -44.3% | +24.0% | -11.6% |
| 6M | +10.9% | -57.2% | +68.1% | +25.7% |
| YTD | -20.9% | -61.2% | +40.3% | -9.2% |
| 1Y | -11.2% | -53.2% | +42.0% | -3.4% |
| 3Y | -11.9% | +27.8% | -39.7% | -39.2% |
| 5Y | -40.2% | -65.4% | +25.2% | -41.6% |
| All | +24.9% | -59.7% | +84.7% | +13.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling