-14.4%
MDB vs FE
+47.1%
-61.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.6% |
| 7D | -11.4% | 0.0% | -11.3% | -11.3% |
| 30D | -13.8% | +5.2% | -19.0% | -12.5% |
| 3M | -15.5% | 0.0% | -15.4% | -15.3% |
| 6M | +17.9% | +5.0% | +12.9% | +19.7% |
| YTD | -25.5% | +7.9% | -33.4% | -23.8% |
| 1Y | -12.1% | +6.3% | -18.4% | -10.3% |
| All | -14.4% | +47.1% | -61.5% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling