+398.6%
MDB vs GH
+481.7%
-83.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.2% |
| 7D | -17.4% | -0.1% | -17.4% | -17.5% |
| 30D | -2.0% | -1.1% | -0.9% | -2.0% |
| 3M | -3.0% | +21.3% | -24.3% | -10.9% |
| 6M | +48.7% | +73.5% | -24.8% | +17.4% |
| YTD | -12.1% | +58.0% | -70.2% | -28.3% |
| 1Y | +14.5% | +163.1% | -148.6% | -25.4% |
| 3Y | -6.1% | +361.0% | -367.2% | -57.3% |
| 5Y | -27.3% | +22.5% | -49.9% | -49.5% |
| All | +398.6% | +481.7% | -83.0% | +121.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling