-83.7%
FIG vs MDB
+25.5%
-109.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +1.2% |
| 7D | -13.1% | -11.4% | -1.7% | -9.8% |
| 30D | -13.0% | -13.8% | +0.8% | -9.3% |
| 3M | -21.5% | -15.5% | -6.1% | -18.6% |
| 6M | -2.5% | +17.9% | -20.4% | -6.5% |
| YTD | -49.7% | -25.5% | -24.2% | -49.1% |
| 1Y | -59.1% | -12.1% | -47.0% | -59.4% |
| All | -83.7% | +25.5% | -109.2% | -84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling