+1,049.8%
MDB vs FE
+110.5%
+939.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.0% |
| 7D | -17.4% | +1.9% | -19.4% | -17.8% |
| 30D | -2.0% | -1.2% | -0.9% | -1.8% |
| 3M | -3.0% | +3.5% | -6.5% | -4.0% |
| 6M | +48.7% | -6.1% | +54.7% | +50.2% |
| YTD | -12.1% | +7.6% | -19.8% | -14.2% |
| 1Y | +14.5% | +11.9% | +2.6% | +10.4% |
| 3Y | -6.1% | +48.4% | -54.6% | -18.1% |
| 5Y | -27.3% | +44.8% | -72.1% | -36.4% |
| All | +1,049.8% | +110.5% | +939.3% | +918.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling