-7.7%
MDB vs FFIV
+33.5%
-41.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -16.5% | -9.8% | -6.7% | -11.8% |
| 30D | -8.6% | -28.1% | +19.5% | +6.3% |
| 3M | -13.6% | -20.0% | +6.4% | -6.1% |
| 6M | +24.1% | -0.1% | +24.1% | +19.8% |
| YTD | -21.8% | +29.2% | -50.9% | -31.7% |
| 1Y | -7.7% | +36.6% | -44.3% | -18.4% |
| All | -7.7% | +33.5% | -41.2% | -18.4% |
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