+17.9%
MDB vs HDB
-3.2%
+21.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.9% | +3.1% |
| 7D | -11.4% | +13.3% | -24.7% | -9.0% |
| 30D | -13.8% | +13.6% | -27.4% | -11.6% |
| 3M | -15.5% | +5.8% | -21.2% | -13.4% |
| 6M | +17.9% | -1.9% | +19.8% | +20.6% |
| All | +17.9% | -3.2% | +21.1% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 6mo: compounded portfolio wealth divided by compounded HDB 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…
6mo analysis · Full analysis span regression · 6 months rolling