-79.1%
FIG vs MDB
+47.9%
-127.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.1% | -0.3% | -3.1% |
| 7D | -16.3% | -17.4% | +1.1% | -11.3% |
| 30D | -14.3% | -2.0% | -12.3% | -13.8% |
| 3M | +7.2% | -3.0% | +10.2% | +7.4% |
| 6M | -18.6% | +48.7% | -67.3% | -25.5% |
| YTD | -35.5% | -12.1% | -23.3% | -37.1% |
| 1Y | -55.8% | +14.5% | -70.3% | -57.9% |
| All | -79.1% | +47.9% | -127.0% | -80.6% |
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