+942.1%
MDB vs FIVE
+338.0%
+604.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +6.8% | +2.7% | +4.2% | +5.7% |
| 30D | -6.2% | +12.7% | -18.9% | -10.7% |
| 3M | -29.2% | +2.1% | -31.3% | -30.7% |
| 6M | +10.3% | +17.5% | -7.2% | +0.5% |
| YTD | -20.4% | +31.0% | -51.3% | -31.4% |
| 1Y | -4.8% | +67.7% | -72.6% | -26.6% |
| 3Y | -11.6% | +43.4% | -55.0% | -34.3% |
| 5Y | -41.0% | +18.1% | -59.1% | -52.8% |
| All | +942.1% | +338.0% | +604.1% | +447.5% |
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