+1,029.4%
MDB vs HUM
+83.3%
+946.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.3% | -5.4% | -3.6% |
| 7D | -1.8% | +2.1% | -3.8% | -2.3% |
| 30D | -17.3% | +5.4% | -22.7% | -18.4% |
| 3M | +2.2% | +11.4% | -9.2% | -0.9% |
| 6M | +33.9% | +141.5% | -107.6% | +8.8% |
| YTD | -13.7% | +61.2% | -74.9% | -24.1% |
| 1Y | +9.1% | +49.2% | -40.1% | -3.1% |
| 3Y | -8.1% | -9.0% | +0.9% | -9.6% |
| 5Y | -25.9% | +7.2% | -33.1% | -33.1% |
| All | +1,029.4% | +83.3% | +946.2% | +797.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling