-7.7%
MDB vs GH
+80.5%
-88.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.6% | -1.0% |
| 7D | -16.5% | -7.7% | -8.9% | -14.5% |
| 30D | -8.6% | -10.0% | +1.4% | -6.1% |
| 3M | -13.6% | +5.5% | -19.1% | -15.1% |
| 6M | +24.1% | +84.9% | -60.8% | +4.1% |
| YTD | -21.8% | +65.0% | -86.8% | -31.5% |
| 1Y | -7.7% | +71.8% | -79.5% | -19.5% |
| All | -7.7% | +80.5% | -88.2% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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