+935.2%
MDB vs HST
+89.8%
+845.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +0.3% |
| 7D | -1.0% | +0.6% | -1.6% | -1.2% |
| 30D | -14.0% | +14.5% | -28.5% | -18.7% |
| 3M | -20.3% | +15.4% | -35.7% | -25.2% |
| 6M | +10.9% | +22.0% | -11.1% | +0.8% |
| YTD | -20.9% | +54.9% | -75.8% | -35.4% |
| 1Y | -11.2% | +54.0% | -65.2% | -27.4% |
| 3Y | -11.9% | +90.4% | -102.4% | -34.5% |
| 5Y | -40.2% | +84.2% | -124.4% | -53.7% |
| All | +935.2% | +89.8% | +845.4% | +683.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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