+954.3%
MDB vs FFIV
+174.8%
+779.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +1.0% | +1.2% |
| 7D | +3.0% | -2.9% | +5.9% | +5.4% |
| 30D | -11.3% | -32.4% | +21.1% | +15.3% |
| 3M | -23.0% | -22.7% | -0.3% | -9.6% |
| 6M | +14.8% | -10.7% | +25.4% | +20.8% |
| YTD | -19.4% | +25.4% | -44.8% | -35.0% |
| 1Y | -9.0% | +34.2% | -43.1% | -30.6% |
| 3Y | -10.3% | +101.2% | -111.5% | -52.0% |
| 5Y | -38.4% | +42.0% | -80.3% | -56.9% |
| All | +954.3% | +174.8% | +779.5% | +461.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling