+8.2%
MDB vs GH
+170.3%
-162.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | -4.5% | -0.2% | -4.4% | -4.5% |
| 30D | -14.0% | -2.6% | -11.3% | -13.7% |
| 3M | +5.3% | +25.1% | -19.8% | +0.4% |
| 6M | +31.9% | +78.5% | -46.6% | +16.8% |
| YTD | -14.6% | +59.4% | -74.0% | -22.6% |
| 1Y | +8.2% | +173.9% | -165.6% | -3.3% |
| All | +8.2% | +170.3% | -162.0% | -3.3% |
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