-6.4%
MDB vs FIVE
+50.0%
-56.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.1% | -9.2% | -5.2% |
| 7D | -17.4% | +4.3% | -21.7% | -18.2% |
| 30D | -2.0% | +12.5% | -14.5% | -4.8% |
| 3M | -3.0% | +31.2% | -34.2% | -9.1% |
| 6M | +48.7% | +14.4% | +34.3% | +42.6% |
| YTD | -12.1% | +33.9% | -46.0% | -18.8% |
| 1Y | +14.5% | +65.1% | -50.6% | +0.2% |
| All | -6.4% | +50.0% | -56.5% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling