-45.2%
MDB vs FE
+42.2%
-87.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +2.8% |
| 7D | -11.4% | -1.0% | -10.3% | -11.3% |
| 30D | -13.8% | +4.1% | -18.0% | -14.1% |
| 3M | -15.5% | -1.0% | -14.4% | -15.5% |
| 6M | +17.9% | +4.0% | +13.9% | +17.1% |
| YTD | -25.5% | +6.8% | -32.3% | -26.5% |
| 1Y | -12.1% | +5.3% | -17.4% | -13.2% |
| 3Y | -5.9% | +44.6% | -50.5% | -16.6% |
| All | -45.2% | +42.2% | -87.4% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling