+1,049.8%
MDB vs PH
+506.4%
+543.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -17.4% | -3.1% | -14.4% | -16.1% |
| 30D | -2.0% | -3.2% | +1.2% | -0.9% |
| 3M | -3.0% | +10.6% | -13.6% | -9.0% |
| 6M | +48.7% | -2.1% | +50.8% | +46.5% |
| YTD | -12.1% | +10.2% | -22.3% | -18.7% |
| 1Y | +14.5% | +28.2% | -13.7% | -2.6% |
| 3Y | -6.1% | +134.9% | -141.0% | -41.6% |
| 5Y | -27.3% | +253.6% | -281.0% | -62.5% |
| All | +1,049.8% | +506.4% | +543.4% | +311.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling