+875.5%
MDB vs PH
+478.2%
+397.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.9% | -0.2% | +1.3% |
| 7D | -11.4% | +2.0% | -13.4% | -12.3% |
| 30D | -13.8% | -3.7% | -10.2% | -12.2% |
| 3M | -15.5% | -14.0% | -1.4% | -9.2% |
| 6M | +17.9% | +2.1% | +15.8% | +14.5% |
| YTD | -25.5% | +5.1% | -30.5% | -29.4% |
| 1Y | -12.1% | +10.9% | -23.0% | -19.2% |
| 3Y | -5.9% | +132.9% | -138.8% | -41.0% |
| 5Y | -43.7% | +200.1% | -243.8% | -69.0% |
| All | +875.5% | +478.2% | +397.3% | +257.6% |
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 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