-57.0%
FIG vs MDB
-8.9%
-48.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +2.6% | +11.6% | -9.0% | -1.9% |
| 30D | -13.1% | -8.9% | -4.1% | -10.3% |
| 3M | -20.3% | -22.4% | +2.1% | -13.7% |
| 6M | -2.1% | +10.1% | -12.2% | -8.5% |
| YTD | -49.4% | -19.0% | -30.3% | -50.3% |
| 1Y | -57.0% | -7.0% | -50.0% | -58.9% |
| All | -57.0% | -8.9% | -48.1% | -58.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling