+935.2%
MDB vs HBM
+189.8%
+745.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.7% | +5.1% | +2.3% |
| 7D | -1.0% | +2.4% | -3.4% | -1.6% |
| 30D | -14.0% | -16.0% | +2.0% | -10.1% |
| 3M | -20.3% | -21.3% | +1.0% | -16.0% |
| 6M | +10.9% | -12.2% | +23.1% | +12.4% |
| YTD | -20.9% | +10.7% | -31.6% | -25.7% |
| 1Y | -11.2% | +30.3% | -41.5% | -20.3% |
| 3Y | -11.9% | +432.2% | -444.2% | -46.9% |
| 5Y | -40.2% | +218.8% | -259.0% | -60.6% |
| All | +935.2% | +189.8% | +745.4% | +476.7% |
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