-26.7%
MDB vs HALO
+158.1%
-184.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -4.5% | -2.1% | -2.5% | -3.9% |
| 30D | -14.0% | +4.6% | -18.6% | -15.4% |
| 3M | +5.3% | +50.2% | -44.9% | -8.1% |
| 6M | +31.9% | +57.6% | -25.7% | +12.8% |
| YTD | -14.6% | +59.6% | -74.2% | -27.8% |
| 1Y | +8.2% | +41.2% | -32.9% | -5.1% |
| 3Y | -5.0% | +178.9% | -183.9% | -44.0% |
| All | -26.7% | +158.1% | -184.8% | -59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling