+1,065.8%
MDB vs HUBB
+352.2%
+713.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.6% |
| 7D | -2.8% | -1.7% | -1.1% | -2.0% |
| 30D | -14.9% | -12.7% | -2.2% | -9.5% |
| 3M | +7.3% | -2.9% | +10.3% | +6.9% |
| 6M | +38.2% | -4.8% | +43.0% | +36.8% |
| YTD | -10.9% | +2.8% | -13.7% | -14.9% |
| 1Y | +11.6% | +3.5% | +8.1% | +5.7% |
| 3Y | -0.9% | +43.5% | -44.4% | -21.2% |
| 5Y | -23.5% | +154.2% | -177.7% | -53.3% |
| All | +1,065.8% | +352.2% | +713.6% | +425.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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