-9.1%
MDB vs HALO
+178.6%
-187.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -4.5% | -2.1% | -2.5% | -4.2% |
| 30D | -14.0% | +4.6% | -18.6% | -14.6% |
| 3M | +5.3% | +50.2% | -44.9% | -1.1% |
| 6M | +31.9% | +57.6% | -25.7% | +22.8% |
| YTD | -14.6% | +59.6% | -74.2% | -20.9% |
| 1Y | +8.2% | +41.2% | -32.9% | +2.1% |
| All | -9.1% | +178.6% | -187.7% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling