-45.2%
MDB vs FIVE
+14.2%
-59.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.9% |
| 7D | -11.4% | -0.3% | -11.1% | -11.3% |
| 30D | -13.8% | +17.7% | -31.5% | -19.8% |
| 3M | -15.5% | +4.0% | -19.4% | -18.1% |
| 6M | +17.9% | +2.6% | +15.3% | +12.9% |
| YTD | -25.5% | +27.6% | -53.0% | -36.2% |
| 1Y | -12.1% | +59.9% | -72.0% | -32.8% |
| 3Y | -5.9% | +35.8% | -41.6% | -26.1% |
| All | -45.2% | +14.2% | -59.4% | -48.5% |
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 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