+14.2%
MDB vs FE
+2.8%
+11.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.2% | -7.1% | -7.4% |
| 7D | -20.9% | +0.6% | -21.5% | -20.3% |
| 30D | -15.6% | +6.4% | -22.0% | -10.7% |
| 3M | -19.1% | -0.5% | -18.6% | -19.6% |
| 6M | +14.2% | +4.7% | +9.5% | +30.2% |
| All | +14.2% | +2.8% | +11.4% | +30.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling