-24.7%
MDB vs FIVE
+31.2%
-55.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.1% | -9.2% | -6.3% |
| 7D | -17.4% | +4.3% | -21.7% | -19.0% |
| 30D | -2.0% | +12.5% | -14.5% | -7.7% |
| 3M | -3.0% | +31.2% | -34.2% | -15.3% |
| 6M | +48.7% | +14.4% | +34.3% | +35.6% |
| YTD | -12.1% | +33.9% | -46.0% | -25.8% |
| 1Y | +14.5% | +65.1% | -50.6% | -13.7% |
| 3Y | -6.1% | +49.0% | -55.1% | -30.6% |
| All | -24.7% | +31.2% | -55.9% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling