+1,049.8%
MDB vs HDB
+6.7%
+1,043.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.9% |
| 7D | -17.4% | +0.4% | -17.9% | -17.7% |
| 30D | -2.0% | -2.8% | +0.8% | -1.1% |
| 3M | -3.0% | -3.5% | +0.5% | -2.7% |
| 6M | +48.7% | -24.7% | +73.4% | +65.4% |
| YTD | -12.1% | -36.6% | +24.4% | +5.4% |
| 1Y | +14.5% | -34.4% | +48.9% | +34.9% |
| 3Y | -6.1% | -24.4% | +18.2% | +0.4% |
| 5Y | -27.3% | -35.4% | +8.0% | -17.9% |
| All | +1,049.8% | +6.7% | +1,043.1% | +955.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling