-11.2%
MDB vs PH
+14.9%
-26.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.4% |
| 7D | -1.0% | +2.1% | -3.1% | -1.2% |
| 30D | -14.0% | +0.3% | -14.3% | -14.5% |
| 3M | -20.3% | -8.8% | -11.5% | -22.6% |
| 6M | +10.9% | +10.0% | +0.8% | +12.3% |
| YTD | -20.9% | +10.5% | -31.4% | -18.3% |
| 1Y | -11.2% | +15.5% | -26.7% | -10.8% |
| All | -11.2% | +14.9% | -26.1% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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