-6.4%
MDB vs FDS
-27.9%
+21.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.5% | -0.6% | -2.2% |
| 7D | -17.4% | -1.9% | -15.5% | -16.5% |
| 30D | -2.0% | +9.0% | -11.0% | -6.3% |
| 3M | -3.0% | +18.9% | -21.9% | -12.6% |
| 6M | +48.7% | +35.1% | +13.6% | +25.8% |
| YTD | -12.1% | +5.5% | -17.6% | -17.9% |
| 1Y | +14.5% | -16.8% | +31.3% | +20.0% |
| All | -6.4% | -27.9% | +21.5% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling