-40.5%
MDB vs FDS
-23.2%
-17.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.8% |
| 7D | +6.8% | +1.5% | +5.4% | +5.7% |
| 30D | -6.2% | +14.8% | -21.0% | -16.4% |
| 3M | -29.2% | +16.3% | -45.5% | -38.1% |
| 6M | +10.3% | +66.2% | -55.9% | -27.7% |
| YTD | -20.4% | +16.2% | -36.6% | -31.7% |
| 1Y | -4.8% | +21.8% | -26.7% | -22.5% |
| 3Y | -11.6% | -23.9% | +12.3% | +5.5% |
| All | -40.5% | -23.2% | -17.3% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling