+849.8%
MDB vs FIVE
+328.4%
+521.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.3% | -3.0% | -5.5% |
| 7D | -20.9% | -1.7% | -19.1% | -20.3% |
| 30D | -15.6% | +14.9% | -30.5% | -20.3% |
| 3M | -19.1% | +7.6% | -26.7% | -22.5% |
| 6M | +14.2% | +6.4% | +7.8% | +8.0% |
| YTD | -27.4% | +28.1% | -55.5% | -36.9% |
| 1Y | -13.0% | +54.7% | -67.8% | -30.7% |
| 3Y | -11.2% | +36.1% | -47.3% | -32.4% |
| 5Y | -45.2% | +14.9% | -60.1% | -55.6% |
| All | +849.8% | +328.4% | +521.4% | +403.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling