+348.9%
MDB vs GH
+459.8%
-110.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +2.2% |
| 7D | -1.0% | -11.2% | +10.2% | +3.5% |
| 30D | -14.0% | -7.2% | -6.7% | -11.2% |
| 3M | -20.3% | -7.1% | -13.2% | -18.5% |
| 6M | +10.9% | +62.3% | -51.5% | -9.7% |
| YTD | -20.9% | +52.1% | -73.0% | -34.6% |
| 1Y | -11.2% | +58.6% | -69.9% | -28.2% |
| 3Y | -11.9% | +619.9% | -631.8% | -66.7% |
| 5Y | -40.2% | +49.7% | -89.9% | -60.9% |
| All | +348.9% | +459.8% | -110.9% | +101.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling