+1,065.8%
MDB vs XHB
+160.0%
+905.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.7% | +6.0% |
| 7D | -2.8% | -5.2% | +2.5% | +1.0% |
| 30D | -14.9% | -12.1% | -2.7% | -6.6% |
| 3M | +7.3% | -6.2% | +13.6% | +10.9% |
| 6M | +38.2% | -6.7% | +44.9% | +40.6% |
| YTD | -10.9% | -5.5% | -5.5% | -11.0% |
| 1Y | +11.6% | -15.6% | +27.3% | +21.2% |
| 3Y | -0.9% | +22.0% | -22.9% | -24.3% |
| 5Y | -23.5% | +31.8% | -55.3% | -44.2% |
| All | +1,065.8% | +160.0% | +905.8% | +424.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling