-10.4%
MDB vs HBM
+424.7%
-435.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +9.0% | -4.3% | +2.2% |
| 7D | -0.9% | +5.0% | -5.9% | -2.3% |
| 30D | -15.2% | -12.7% | -2.4% | -12.0% |
| 3M | -17.9% | -17.4% | -0.5% | -14.4% |
| 6M | +9.3% | -8.9% | +18.2% | +10.1% |
| YTD | -22.0% | +14.9% | -36.9% | -28.1% |
| 1Y | -9.3% | +41.4% | -50.7% | -22.1% |
| 3Y | -10.4% | +462.1% | -472.5% | -52.8% |
| All | -10.4% | +424.7% | -435.1% | -52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling