+1,049.8%
MDB vs XHB
+177.0%
+872.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.0% | -4.8% |
| 7D | -17.4% | -1.3% | -16.1% | -16.7% |
| 30D | -2.0% | -6.9% | +4.9% | +3.2% |
| 3M | -3.0% | -1.3% | -1.7% | -3.6% |
| 6M | +48.7% | -6.8% | +55.5% | +51.7% |
| YTD | -12.1% | +0.7% | -12.9% | -16.1% |
| 1Y | +14.5% | -11.2% | +25.7% | +19.8% |
| 3Y | -6.1% | +25.3% | -31.5% | -29.4% |
| 5Y | -27.3% | +37.3% | -64.6% | -48.7% |
| All | +1,049.8% | +177.0% | +872.8% | +394.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling