+942.1%
MDB vs HBM
+182.3%
+759.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.4% |
| 7D | +6.8% | +2.2% | +4.6% | +6.2% |
| 30D | -6.2% | -11.8% | +5.6% | -3.1% |
| 3M | -29.2% | -19.2% | -10.0% | -25.8% |
| 6M | +10.3% | -22.9% | +33.2% | +15.6% |
| YTD | -20.4% | +7.8% | -28.2% | -24.7% |
| 1Y | -4.8% | +34.9% | -39.7% | -15.3% |
| 3Y | -11.6% | +422.2% | -433.8% | -46.4% |
| 5Y | -41.0% | +192.8% | -233.9% | -60.5% |
| All | +942.1% | +182.3% | +759.8% | +484.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling