-40.1%
MDB vs FCUV
-99.9%
+59.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.5% |
| 7D | +11.6% | +2.4% | +9.2% | +11.5% |
| 30D | -8.9% | -25.9% | +17.0% | -8.4% |
| 3M | -22.4% | -44.8% | +22.4% | -22.6% |
| 6M | +10.1% | -3.5% | +13.5% | -0.7% |
| YTD | -19.0% | -90.7% | +71.7% | -18.5% |
| 1Y | -7.0% | -97.9% | +90.9% | +2.1% |
| 3Y | -9.8% | -99.5% | +89.7% | -1.0% |
| 5Y | -40.1% | -99.9% | +59.8% | -20.0% |
| All | -40.1% | -99.9% | +59.8% | -20.0% |
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