-7.0%
MDB vs FGI
+51.2%
-58.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.2% | -5.7% | +0.2% |
| 7D | +11.6% | +13.5% | -2.0% | +11.0% |
| 30D | -8.9% | +17.1% | -26.0% | -9.5% |
| 3M | -22.4% | +78.0% | -100.4% | -25.1% |
| 6M | +10.1% | +46.4% | -36.4% | +6.2% |
| YTD | -19.0% | +47.7% | -66.8% | -23.6% |
| 1Y | -7.0% | +56.8% | -63.8% | -7.8% |
| All | -7.0% | +51.2% | -58.2% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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