-25.0%
MDB vs HUBB
+154.0%
-179.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.3% | -4.0% |
| 7D | -18.0% | +4.8% | -22.8% | -20.4% |
| 30D | -10.7% | -9.3% | -1.4% | -5.8% |
| 3M | +1.0% | -3.9% | +4.9% | +0.8% |
| 6M | +31.6% | -0.8% | +32.5% | +25.8% |
| YTD | -15.2% | +5.6% | -20.7% | -22.1% |
| 1Y | +10.1% | +7.7% | +2.4% | -1.2% |
| 3Y | -5.6% | +47.5% | -53.1% | -35.6% |
| All | -25.0% | +154.0% | -179.1% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling