-24.5%
MDB vs HIG
+117.6%
-142.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.4% |
| 7D | -4.5% | -0.5% | -4.1% | -4.3% |
| 30D | -14.0% | -2.8% | -11.2% | -13.2% |
| 3M | +5.3% | +6.3% | -1.0% | +2.5% |
| 6M | +31.9% | -0.1% | +32.0% | +31.1% |
| YTD | -14.6% | +0.4% | -15.0% | -15.5% |
| 1Y | +8.2% | +6.2% | +2.0% | +4.1% |
| 3Y | -5.0% | +101.6% | -106.6% | -35.2% |
| 5Y | -24.5% | +119.8% | -144.4% | -54.4% |
| All | -24.5% | +117.6% | -142.1% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling