-9.0%
MDB vs XHB
-1.7%
-7.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | +3.0% | -4.1% | +7.1% | +3.0% |
| 30D | -11.3% | +9.6% | -20.9% | -11.6% |
| 3M | -23.0% | -6.0% | -17.0% | -22.8% |
| 6M | +14.8% | +2.2% | +12.6% | +14.7% |
| YTD | -19.4% | +1.1% | -20.6% | -15.8% |
| 1Y | -9.0% | -1.7% | -7.2% | -4.5% |
| All | -9.0% | -1.7% | -7.3% | -4.5% |
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