-10.4%
MDB vs HAS
+204.3%
-214.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +3.0% | +4.1% |
| 7D | -0.9% | +2.2% | -3.1% | -1.6% |
| 30D | -15.2% | +29.6% | -44.7% | -21.8% |
| 3M | -17.9% | +30.3% | -48.2% | -24.6% |
| 6M | +9.3% | +25.6% | -16.3% | +1.4% |
| YTD | -22.0% | +50.8% | -72.8% | -32.9% |
| 1Y | -9.3% | +63.0% | -72.3% | -24.8% |
| 3Y | -10.4% | +211.6% | -222.0% | -46.1% |
| All | -10.4% | +204.3% | -214.6% | -46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling