+954.3%
MDB vs FE
+111.5%
+842.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +3.0% | -0.4% | +3.4% | +3.1% |
| 30D | -11.3% | +3.6% | -14.9% | -12.1% |
| 3M | -23.0% | +0.3% | -23.3% | -23.2% |
| 6M | +14.8% | +6.4% | +8.3% | +12.5% |
| YTD | -19.4% | +8.1% | -27.6% | -21.5% |
| 1Y | -9.0% | +4.6% | -13.6% | -10.7% |
| 3Y | -10.3% | +49.1% | -59.4% | -21.8% |
| 5Y | -38.4% | +46.1% | -84.5% | -46.2% |
| All | +954.3% | +111.5% | +842.8% | +832.0% |
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