+920.8%
MDB vs FE
+111.9%
+808.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.6% |
| 7D | -0.9% | -1.1% | +0.2% | -0.7% |
| 30D | -15.2% | +4.6% | -19.8% | -16.1% |
| 3M | -17.9% | -0.8% | -17.1% | -17.9% |
| 6M | +9.3% | +7.3% | +2.0% | +7.0% |
| YTD | -22.0% | +8.3% | -30.3% | -24.0% |
| 1Y | -9.3% | +5.7% | -15.0% | -11.3% |
| 3Y | -10.4% | +49.0% | -59.4% | -21.8% |
| 5Y | -43.2% | +49.2% | -92.4% | -50.8% |
| All | +920.8% | +111.9% | +808.9% | +802.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling