-14.4%
MDB vs GH
+534.2%
-548.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +3.1% |
| 7D | -11.4% | -15.6% | +4.3% | -7.7% |
| 30D | -13.8% | -10.4% | -3.5% | -11.3% |
| 3M | -15.5% | -4.3% | -11.2% | -14.7% |
| 6M | +17.9% | +63.5% | -45.6% | +4.7% |
| YTD | -25.5% | +47.7% | -73.2% | -32.6% |
| 1Y | -12.1% | +56.7% | -68.8% | -21.7% |
| All | -14.4% | +534.2% | -548.5% | -46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling