+1,010.1%
MDB vs FDS
+77.1%
+933.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.3% | +0.8% | -0.3% |
| 7D | -18.0% | -5.4% | -12.6% | -14.6% |
| 30D | -10.7% | +1.6% | -12.3% | -11.8% |
| 3M | +1.0% | +17.7% | -16.8% | -12.3% |
| 6M | +31.6% | +29.1% | +2.6% | +6.8% |
| YTD | -15.2% | +1.0% | -16.1% | -18.1% |
| 1Y | +10.1% | -21.6% | +31.7% | +26.3% |
| 3Y | -5.6% | -30.1% | +24.5% | +15.8% |
| 5Y | -24.5% | -20.7% | -3.8% | -13.4% |
| All | +1,010.1% | +77.1% | +933.0% | +561.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FDS 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling