+942.1%
MDB vs FE
+113.6%
+828.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | +6.8% | +1.2% | +5.6% | +6.6% |
| 30D | -6.2% | +4.5% | -10.7% | -7.2% |
| 3M | -29.2% | +1.3% | -30.6% | -29.6% |
| 6M | +10.3% | +8.7% | +1.6% | +7.6% |
| YTD | -20.4% | +9.2% | -29.6% | -22.6% |
| 1Y | -4.8% | +7.0% | -11.8% | -7.1% |
| 3Y | -11.6% | +51.4% | -63.0% | -23.2% |
| 5Y | -41.0% | +47.7% | -88.7% | -48.7% |
| All | +942.1% | +113.6% | +828.5% | +819.2% |
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