+8.2%
MDB vs HBM
+117.5%
-109.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -4.5% | +5.5% | -10.1% | -5.5% |
| 30D | -14.0% | +3.3% | -17.3% | -14.7% |
| 3M | +5.3% | +12.7% | -7.3% | +2.4% |
| 6M | +31.9% | +28.2% | +3.7% | +26.6% |
| YTD | -14.6% | +45.3% | -59.9% | -18.7% |
| 1Y | +8.2% | +121.7% | -113.5% | -4.7% |
| All | +8.2% | +117.5% | -109.3% | -4.7% |
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 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