-40.1%
MDB vs FFIV
+40.7%
-80.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.1% |
| 7D | +11.6% | +1.9% | +9.7% | +9.9% |
| 30D | -8.9% | -33.3% | +24.4% | +24.3% |
| 3M | -22.4% | -24.9% | +2.5% | -5.0% |
| 6M | +10.1% | -10.5% | +20.6% | +14.8% |
| YTD | -19.0% | +24.4% | -43.5% | -38.8% |
| 1Y | -7.0% | +32.3% | -39.3% | -34.0% |
| 3Y | -9.8% | +99.7% | -109.6% | -63.4% |
| 5Y | -40.1% | +38.4% | -78.5% | -62.8% |
| All | -40.1% | +40.7% | -80.7% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling