-5.6%
MDB vs HBM
+522.1%
-527.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.8% | -9.2% | -4.9% |
| 7D | -18.0% | +7.4% | -25.4% | -19.6% |
| 30D | -10.7% | +5.1% | -15.8% | -12.2% |
| 3M | +1.0% | +11.1% | -10.2% | -3.0% |
| 6M | +31.6% | +30.2% | +1.4% | +20.2% |
| YTD | -15.2% | +46.2% | -61.4% | -25.9% |
| 1Y | +10.1% | +120.0% | -109.9% | -16.2% |
| 3Y | -5.6% | +527.4% | -533.1% | -48.2% |
| All | -5.6% | +522.1% | -527.7% | -48.2% |
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