+942.1%
MDB vs HIG
+201.2%
+740.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.1% | -1.8% |
| 7D | +6.8% | +2.6% | +4.2% | +6.1% |
| 30D | -6.2% | +4.2% | -10.4% | -7.4% |
| 3M | -29.2% | +0.2% | -29.4% | -29.6% |
| 6M | +10.3% | +4.6% | +5.7% | +8.0% |
| YTD | -20.4% | +1.1% | -21.5% | -21.4% |
| 1Y | -4.8% | +4.7% | -9.5% | -7.1% |
| 3Y | -11.6% | +95.5% | -107.0% | -28.9% |
| 5Y | -41.0% | +111.7% | -152.7% | -53.9% |
| All | +942.1% | +201.2% | +740.9% | +580.3% |
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