+1,049.8%
MDB vs HALO
+522.9%
+526.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.9% |
| 7D | -17.4% | +4.6% | -22.0% | -18.9% |
| 30D | -2.0% | +31.8% | -33.8% | -12.0% |
| 3M | -3.0% | +53.9% | -56.9% | -17.8% |
| 6M | +48.7% | +57.4% | -8.7% | +24.1% |
| YTD | -12.1% | +63.7% | -75.9% | -28.2% |
| 1Y | +14.5% | +50.1% | -35.6% | -3.9% |
| 3Y | -6.1% | +157.3% | -163.5% | -42.7% |
| 5Y | -27.3% | +161.0% | -188.3% | -57.0% |
| All | +1,049.8% | +522.9% | +526.9% | +337.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling