+1,065.8%
MDB vs HALO
+504.9%
+560.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | -2.8% | -3.4% | +0.6% | -1.5% |
| 30D | -14.9% | +4.3% | -19.1% | -16.4% |
| 3M | +7.3% | +51.8% | -44.4% | -8.6% |
| 6M | +38.2% | +57.8% | -19.6% | +15.4% |
| YTD | -10.9% | +59.0% | -69.9% | -26.4% |
| 1Y | +11.6% | +41.2% | -29.5% | -4.1% |
| 3Y | -0.9% | +177.8% | -178.8% | -41.7% |
| 5Y | -23.5% | +159.5% | -183.0% | -54.7% |
| All | +1,065.8% | +504.9% | +560.9% | +348.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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