-7.7%
MDB vs XHB
+5.8%
-13.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.4% | -7.5% | -2.0% |
| 7D | -16.5% | +9.7% | -26.3% | -16.6% |
| 30D | -8.6% | +11.7% | -20.2% | -8.8% |
| 3M | -13.6% | -1.4% | -12.2% | -13.5% |
| 6M | +24.1% | +6.8% | +17.3% | +23.5% |
| YTD | -21.8% | +5.5% | -27.2% | -18.2% |
| 1Y | -7.7% | +5.1% | -12.9% | -2.8% |
| All | -7.7% | +5.8% | -13.5% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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