-10.1%
MDB vs PH
+135.6%
-145.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.3% |
| 7D | +11.6% | +7.4% | +4.2% | +7.6% |
| 30D | -8.9% | +0.5% | -9.4% | -9.1% |
| 3M | -22.4% | -10.2% | -12.1% | -18.3% |
| 6M | +10.1% | +8.9% | +1.1% | +2.6% |
| YTD | -19.0% | +9.7% | -28.7% | -26.2% |
| 1Y | -7.0% | +12.8% | -19.8% | -17.1% |
| All | -10.1% | +135.6% | -145.7% | -54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling