+935.2%
MDB vs FFIV
+172.5%
+762.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | -1.0% | -4.2% | +3.2% | +2.3% |
| 30D | -14.0% | -33.9% | +19.9% | +13.6% |
| 3M | -20.3% | -22.6% | +2.3% | -6.6% |
| 6M | +10.9% | -10.4% | +21.2% | +16.3% |
| YTD | -20.9% | +24.3% | -45.2% | -35.8% |
| 1Y | -11.2% | +31.8% | -43.0% | -31.4% |
| 3Y | -11.9% | +99.5% | -111.4% | -52.5% |
| 5Y | -40.2% | +40.7% | -80.9% | -57.9% |
| All | +935.2% | +172.5% | +762.7% | +454.9% |
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