-11.9%
MDB vs HUBB
+58.5%
-70.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.8% |
| 7D | -1.0% | -2.6% | +1.5% | +0.2% |
| 30D | -14.0% | -7.7% | -6.3% | -10.8% |
| 3M | -20.3% | -13.0% | -7.3% | -15.4% |
| 6M | +10.9% | -10.6% | +21.4% | +13.5% |
| YTD | -20.9% | -0.6% | -20.3% | -24.8% |
| 1Y | -11.2% | -4.1% | -7.1% | -13.7% |
| 3Y | -11.9% | +57.2% | -69.1% | -36.8% |
| All | -11.9% | +58.5% | -70.4% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling