-83.2%
FIG vs MDB
+34.1%
-117.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.3% |
| 7D | +3.4% | +6.8% | -3.4% | +1.3% |
| 30D | -9.5% | -6.2% | -3.3% | -8.0% |
| 3M | -26.2% | -29.2% | +3.1% | -19.3% |
| 6M | +2.7% | +10.3% | -7.6% | -1.0% |
| YTD | -48.0% | -20.4% | -27.6% | -48.5% |
| 1Y | -52.0% | -4.8% | -47.2% | -53.5% |
| All | -83.2% | +34.1% | -117.2% | -84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling