-24.5%
MDB vs XHB
+37.2%
-61.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.0% | -1.4% |
| 7D | -18.0% | +0.2% | -18.2% | -18.2% |
| 30D | -10.7% | -9.1% | -1.7% | -3.2% |
| 3M | +1.0% | -2.3% | +3.3% | +0.8% |
| 6M | +31.6% | -4.1% | +35.7% | +31.0% |
| YTD | -15.2% | -1.7% | -13.5% | -18.7% |
| 1Y | +10.1% | -15.1% | +25.2% | +21.3% |
| 3Y | -5.6% | +26.8% | -32.5% | -42.6% |
| 5Y | -24.5% | +37.3% | -61.9% | -57.1% |
| All | -24.5% | +37.2% | -61.7% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling