-24.7%
MDB vs FFIV
+91.3%
-116.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.7% |
| 7D | -17.4% | -1.0% | -16.5% | -16.6% |
| 30D | -2.0% | -5.1% | +3.0% | +2.2% |
| 3M | -3.0% | -4.5% | +1.4% | +0.4% |
| 6M | +48.7% | +36.5% | +12.2% | +11.6% |
| YTD | -12.1% | +53.0% | -65.1% | -41.1% |
| 1Y | +14.5% | +24.2% | -9.7% | -9.4% |
| 3Y | -6.1% | +137.2% | -143.4% | -63.7% |
| All | -24.7% | +91.3% | -116.0% | -60.8% |
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