+11.6%
MDB vs XHB
-16.2%
+27.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.7% | +4.4% |
| 7D | -2.8% | -5.2% | +2.5% | -2.6% |
| 30D | -14.9% | -12.1% | -2.7% | -14.5% |
| 3M | +7.3% | -6.2% | +13.6% | +7.4% |
| 6M | +38.2% | -6.7% | +44.9% | +37.5% |
| YTD | -10.9% | -5.5% | -5.5% | -8.5% |
| 1Y | +11.6% | -15.6% | +27.3% | +18.2% |
| All | +11.6% | -16.2% | +27.8% | +18.2% |
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 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