-12.4%
MDB vs FIVE
+63.1%
-75.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.6% | -1.0% | +4.3% |
| 7D | -0.9% | +6.2% | -7.1% | -1.2% |
| 30D | -15.2% | +18.2% | -33.4% | -15.6% |
| 3M | -17.9% | +3.8% | -21.8% | -18.2% |
| 6M | +9.3% | +13.7% | -4.4% | +8.5% |
| YTD | -22.0% | +34.7% | -56.7% | -22.3% |
| All | -12.4% | +63.1% | -75.6% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling