+14.5%
MDB vs FFIV
+25.9%
-11.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.9% |
| 7D | -17.4% | -1.0% | -16.5% | -16.9% |
| 30D | -2.0% | -5.1% | +3.0% | +0.4% |
| 3M | -3.0% | -4.5% | +1.4% | -1.0% |
| 6M | +48.7% | +36.5% | +12.2% | +32.4% |
| YTD | -12.1% | +53.0% | -65.1% | -23.6% |
| 1Y | +14.5% | +24.2% | -9.7% | +3.4% |
| All | +14.5% | +25.9% | -11.4% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling