-45.2%
MDB vs FDS
-22.8%
-22.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.7% | +6.4% | +5.2% |
| 7D | -11.4% | -0.5% | -10.9% | -11.6% |
| 30D | -13.8% | +20.2% | -34.0% | -25.7% |
| 3M | -15.5% | +19.9% | -35.3% | -27.5% |
| 6M | +17.9% | +56.2% | -38.2% | -18.9% |
| YTD | -25.5% | +14.6% | -40.0% | -35.4% |
| 1Y | -12.1% | +31.6% | -43.7% | -33.3% |
| 3Y | -5.9% | -23.8% | +18.0% | +11.3% |
| All | -45.2% | -22.8% | -22.5% | -35.4% |
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