-80.3%
FIG vs MDB
+42.8%
-123.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.5% | -2.2% | -4.6% |
| 7D | -16.4% | -18.0% | +1.7% | -11.1% |
| 30D | -2.3% | -10.7% | +8.4% | +1.2% |
| 3M | +7.8% | +1.0% | +6.8% | +7.2% |
| 6M | -21.8% | +31.6% | -53.5% | -26.9% |
| YTD | -39.1% | -15.2% | -23.9% | -39.9% |
| 1Y | -56.6% | +10.1% | -66.8% | -58.3% |
| All | -80.3% | +42.8% | -123.1% | -81.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling