+14.5%
MDB vs HUM
+31.0%
-16.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.9% |
| 7D | -17.4% | +4.2% | -21.6% | -17.9% |
| 30D | -2.0% | +10.4% | -12.4% | -3.5% |
| 3M | -3.0% | +15.1% | -18.1% | -5.4% |
| 6M | +48.7% | +120.9% | -72.2% | +37.1% |
| YTD | -12.1% | +57.9% | -70.1% | -20.1% |
| 1Y | +14.5% | +30.6% | -16.1% | +0.8% |
| All | +14.5% | +31.0% | -16.5% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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