+14.5%
MDB vs HBM
+123.0%
-108.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.1% | -3.9% |
| 7D | -17.4% | -6.4% | -11.1% | -16.5% |
| 30D | -2.0% | +5.9% | -7.9% | -3.2% |
| 3M | -3.0% | -8.9% | +5.9% | -1.8% |
| 6M | +48.7% | +10.7% | +38.0% | +46.0% |
| YTD | -12.1% | +38.3% | -50.4% | -15.3% |
| 1Y | +14.5% | +121.3% | -106.8% | +2.6% |
| All | +14.5% | +123.0% | -108.5% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling