-5.9%
MDB vs ALHC
+21.9%
-27.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.6% | +2.8% |
| 7D | -11.4% | +1.0% | -12.3% | -11.4% |
| 30D | -13.8% | -14.2% | +0.3% | -13.5% |
| 3M | -15.5% | -45.1% | +29.7% | -14.2% |
| 6M | +17.9% | -59.5% | +77.5% | +21.1% |
| YTD | -25.5% | -62.8% | +37.4% | -23.3% |
| 1Y | -12.1% | -55.5% | +43.4% | -10.8% |
| 3Y | -5.9% | +25.7% | -31.6% | -22.2% |
| All | -5.9% | +21.9% | -27.8% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling