+23.2%
MDB vs ALHC
-61.8%
+85.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +4.8% |
| 7D | -0.9% | +3.9% | -4.8% | -1.9% |
| 30D | -15.2% | -3.6% | -11.5% | -14.7% |
| 3M | -17.9% | -49.4% | +31.5% | -7.1% |
| 6M | +9.3% | -59.5% | +68.8% | +25.4% |
| YTD | -22.0% | -63.2% | +41.2% | -9.5% |
| 1Y | -9.3% | -55.5% | +46.2% | -0.4% |
| 3Y | -10.4% | +23.0% | -33.4% | -37.8% |
| 5Y | -43.2% | -65.7% | +22.5% | -44.7% |
| All | +23.2% | -61.8% | +85.0% | +12.9% |
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