+7.0%
MDB vs HUBB
+4.3%
+2.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.8% |
| 7D | -4.5% | +1.1% | -5.6% | -4.6% |
| 30D | -14.0% | -9.6% | -4.4% | -13.4% |
| 3M | +5.3% | -6.2% | +11.5% | +4.2% |
| 6M | +31.9% | -6.2% | +38.0% | +28.5% |
| YTD | -14.6% | +3.4% | -18.0% | -16.4% |
| All | +7.0% | +4.3% | +2.7% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling