+1,017.5%
MDB vs HIG
+199.1%
+818.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -4.5% | -0.5% | -4.1% | -4.4% |
| 30D | -14.0% | -2.8% | -11.2% | -13.4% |
| 3M | +5.3% | +6.3% | -1.0% | +3.2% |
| 6M | +31.9% | -0.1% | +32.0% | +31.3% |
| YTD | -14.6% | +0.4% | -15.0% | -15.3% |
| 1Y | +8.2% | +6.2% | +2.0% | +5.4% |
| 3Y | -5.0% | +101.6% | -106.6% | -24.1% |
| 5Y | -24.5% | +119.8% | -144.4% | -41.4% |
| All | +1,017.5% | +199.1% | +818.4% | +633.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling