+942.1%
MDB vs HALO
+466.8%
+475.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +6.8% | -3.2% | +10.1% | +8.0% |
| 30D | -6.2% | -14.2% | +8.0% | -1.7% |
| 3M | -29.2% | -0.4% | -28.8% | -30.0% |
| 6M | +10.3% | +43.2% | -32.9% | -5.3% |
| YTD | -20.4% | +49.0% | -69.4% | -33.4% |
| 1Y | -4.8% | +40.8% | -45.7% | -18.9% |
| 3Y | -11.6% | +167.4% | -179.0% | -47.7% |
| 5Y | -41.0% | +157.4% | -198.4% | -65.4% |
| All | +942.1% | +466.8% | +475.3% | +306.3% |
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