+935.2%
MDB vs HIG
+201.9%
+733.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +0.8% |
| 7D | -1.0% | +2.1% | -3.1% | -1.6% |
| 30D | -14.0% | +6.7% | -20.7% | -15.7% |
| 3M | -20.3% | -1.9% | -18.4% | -20.3% |
| 6M | +10.9% | +5.3% | +5.5% | +8.4% |
| YTD | -20.9% | +1.3% | -22.2% | -22.0% |
| 1Y | -11.2% | +7.2% | -18.4% | -14.0% |
| 3Y | -11.9% | +96.6% | -108.5% | -29.3% |
| 5Y | -40.2% | +110.0% | -150.2% | -53.2% |
| All | +935.2% | +201.9% | +733.3% | +575.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling