+1.8%
MDB vs FIGR
-32.8%
+34.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.8% | +1.3% |
| 7D | +3.0% | +5.1% | -2.1% | +2.2% |
| 30D | -11.3% | -15.0% | +3.7% | -9.5% |
| 3M | -23.0% | -13.1% | -9.9% | -21.7% |
| 6M | +14.8% | -37.9% | +52.7% | +20.1% |
| YTD | -19.4% | -40.8% | +21.3% | -16.2% |
| 1Y | -9.0% | -33.1% | +24.2% | -7.0% |
| All | +1.8% | -32.8% | +34.6% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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