+1,065.8%
MDB vs FCUV
-99.0%
+1,164.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.9% | +4.3% |
| 7D | -2.8% | -72.0% | +69.2% | -1.6% |
| 30D | -14.9% | -8.0% | -6.9% | -15.5% |
| 3M | +7.3% | +66.3% | -58.9% | -0.3% |
| 6M | +38.2% | -75.3% | +113.5% | +32.7% |
| YTD | -10.9% | -83.0% | +72.0% | -14.0% |
| 1Y | +11.6% | -94.7% | +106.3% | +9.8% |
| 3Y | -0.9% | -99.3% | +98.4% | -3.5% |
| 5Y | -23.5% | -99.9% | +76.3% | -24.5% |
| All | +1,065.8% | -99.0% | +1,164.8% | +1,175.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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