-25.0%
MDB vs FCUV
-99.9%
+74.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -65.2% | +61.8% | -2.1% |
| 7D | -18.0% | -47.9% | +29.9% | -17.8% |
| 30D | -10.7% | +13.7% | -24.4% | -12.1% |
| 3M | +1.0% | +97.0% | -96.0% | -9.8% |
| 6M | +31.6% | -66.1% | +97.7% | +26.4% |
| YTD | -15.2% | -81.8% | +66.6% | -15.7% |
| 1Y | +10.1% | -93.3% | +103.4% | +13.9% |
| 3Y | -5.6% | -99.2% | +93.6% | +2.6% |
| All | -25.0% | -99.9% | +74.8% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling