0.0%
MDB vs FIGR
-35.2%
+35.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.8% | +6.2% | +2.1% |
| 7D | -1.0% | +5.6% | -6.6% | -1.8% |
| 30D | -14.0% | -18.2% | +4.2% | -11.7% |
| 3M | -20.3% | -19.0% | -1.3% | -18.2% |
| 6M | +10.9% | -38.0% | +48.8% | +16.1% |
| YTD | -20.9% | -42.9% | +22.0% | -17.2% |
| 1Y | -11.2% | -37.9% | +26.7% | -8.3% |
| All | 0.0% | -35.2% | +35.1% | +0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling