-24.5%
MDB vs GH
+22.3%
-46.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | -18.0% | -2.1% | -15.9% | -17.3% |
| 30D | -10.7% | -4.5% | -6.3% | -9.6% |
| 3M | +1.0% | +28.9% | -27.9% | -9.7% |
| 6M | +31.6% | +76.5% | -44.9% | +2.5% |
| YTD | -15.2% | +57.6% | -72.8% | -31.2% |
| 1Y | +10.1% | +167.5% | -157.4% | -29.9% |
| 3Y | -5.6% | +377.4% | -383.0% | -59.2% |
| 5Y | -24.5% | +23.8% | -48.4% | -49.4% |
| All | -24.5% | +22.3% | -46.8% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling