+935.2%
MDB vs FE
+111.2%
+823.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | -1.0% | -0.5% | -0.5% | -0.9% |
| 30D | -14.0% | +4.3% | -18.3% | -14.9% |
| 3M | -20.3% | +0.4% | -20.7% | -20.6% |
| 6M | +10.9% | +6.9% | +3.9% | +8.6% |
| YTD | -20.9% | +8.0% | -28.9% | -22.9% |
| 1Y | -11.2% | +4.8% | -16.0% | -12.9% |
| 3Y | -11.9% | +49.0% | -60.9% | -23.2% |
| 5Y | -40.2% | +46.2% | -86.4% | -47.8% |
| All | +935.2% | +111.2% | +823.9% | +815.3% |
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