+942.1%
MDB vs HAS
+70.7%
+871.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.3% |
| 7D | +6.8% | +1.4% | +5.5% | +6.3% |
| 30D | -6.2% | +26.3% | -32.5% | -14.5% |
| 3M | -29.2% | +25.6% | -54.8% | -35.6% |
| 6M | +10.3% | +30.3% | -20.0% | -2.2% |
| YTD | -20.4% | +50.4% | -70.7% | -33.8% |
| 1Y | -4.8% | +57.7% | -62.5% | -22.7% |
| 3Y | -11.6% | +213.4% | -225.0% | -47.9% |
| 5Y | -41.0% | +49.1% | -90.1% | -52.7% |
| All | +942.1% | +70.7% | +871.4% | +605.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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