+455.5%
FAST vs MDB
+823.0%
-367.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.2% | +6.7% | +0.1% |
| 7D | +0.7% | -20.9% | +21.5% | +2.8% |
| 30D | +4.6% | -15.6% | +20.2% | +6.0% |
| 3M | +6.4% | -19.1% | +25.4% | +7.6% |
| 6M | +20.6% | +14.2% | +6.4% | +17.0% |
| YTD | +34.7% | -27.4% | +62.1% | +35.6% |
| 1Y | +29.7% | -13.0% | +42.7% | +27.7% |
| 3Y | +89.9% | -11.2% | +101.2% | +78.8% |
| 5Y | +105.0% | -45.2% | +150.1% | +91.6% |
| All | +455.5% | +823.0% | -367.5% | +255.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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