-12.1%
MDB vs FFIV
+26.7%
-38.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.9% |
| 7D | -11.4% | -8.1% | -3.2% | -7.1% |
| 30D | -13.8% | -33.4% | +19.6% | +4.9% |
| 3M | -15.5% | -24.7% | +9.3% | -4.8% |
| 6M | +17.9% | -8.8% | +26.8% | +19.5% |
| YTD | -25.5% | +21.8% | -47.2% | -33.1% |
| 1Y | -12.1% | +25.3% | -37.4% | -20.6% |
| All | -12.1% | +26.7% | -38.8% | -20.6% |
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