+25.7%
MDB vs ALHC
-61.4%
+87.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.2% | -1.3% |
| 7D | +6.8% | +0.3% | +6.6% | +6.7% |
| 30D | -6.2% | -10.6% | +4.4% | -4.2% |
| 3M | -29.2% | -45.3% | +16.1% | -21.1% |
| 6M | +10.3% | -59.7% | +70.0% | +26.8% |
| YTD | -20.4% | -62.7% | +42.4% | -7.9% |
| 1Y | -4.8% | -56.1% | +51.3% | +5.1% |
| 3Y | -11.6% | +21.3% | -32.8% | -38.1% |
| 5Y | -41.0% | -66.0% | +24.9% | -42.3% |
| All | +25.7% | -61.4% | +87.1% | +14.9% |
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