+954.3%
MDB vs FIVE
+345.2%
+609.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.3% |
| 7D | +3.0% | -0.5% | +3.5% | +3.3% |
| 30D | -11.3% | +17.4% | -28.7% | -17.0% |
| 3M | -23.0% | +7.0% | -30.1% | -26.0% |
| 6M | +14.8% | +20.5% | -5.7% | +3.5% |
| YTD | -19.4% | +33.1% | -52.6% | -31.1% |
| 1Y | -9.0% | +67.1% | -76.0% | -29.7% |
| 3Y | -10.3% | +41.9% | -52.2% | -32.9% |
| 5Y | -38.4% | +21.1% | -59.4% | -51.1% |
| All | +954.3% | +345.2% | +609.1% | +450.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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