-14.9%
MDB vs HTZ
-91.9%
+77.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -20.8% | +13.6% | -4.2% |
| 7D | -20.9% | -7.7% | -13.1% | -20.2% |
| 30D | -15.6% | -13.1% | -2.5% | -14.3% |
| 3M | -19.1% | +14.7% | -33.8% | -22.7% |
| 6M | +14.2% | -70.6% | +84.8% | +31.0% |
| YTD | -27.4% | -65.2% | +37.8% | -20.8% |
| 1Y | -13.0% | -73.2% | +60.1% | -1.0% |
| 3Y | -11.2% | -80.8% | +69.6% | -3.1% |
| 5Y | -45.2% | -94.8% | +49.6% | -17.8% |
| All | -14.9% | -91.9% | +77.0% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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