+1,049.8%
MDB vs FCUV
-96.8%
+1,146.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -13.7% | +9.6% | -3.9% |
| 7D | -17.4% | +62.8% | -80.3% | -18.1% |
| 30D | -2.0% | +66.5% | -68.5% | -3.2% |
| 3M | -3.0% | +459.9% | -463.0% | -11.0% |
| 6M | +48.7% | -12.4% | +61.1% | +40.7% |
| YTD | -12.1% | -47.5% | +35.4% | -16.0% |
| 1Y | +14.5% | -80.5% | +95.0% | +11.0% |
| 3Y | -6.1% | -97.6% | +91.5% | -9.6% |
| 5Y | -27.3% | -99.5% | +72.2% | -29.0% |
| All | +1,049.8% | -96.8% | +1,146.6% | +1,145.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling