+920.8%
MDB vs FN
+900.4%
+20.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +11.9% | -7.2% | +0.9% |
| 7D | -0.9% | +16.3% | -17.2% | -6.2% |
| 30D | -15.2% | -24.7% | +9.6% | -8.2% |
| 3M | -17.9% | -34.9% | +17.0% | -8.9% |
| 6M | +9.3% | -41.1% | +50.4% | +20.4% |
| YTD | -22.0% | -19.6% | -2.4% | -27.8% |
| 1Y | -9.3% | -18.5% | +9.2% | -17.6% |
| 3Y | -10.4% | +119.1% | -129.5% | -51.8% |
| 5Y | -43.2% | +206.9% | -250.2% | -74.8% |
| All | +920.8% | +900.4% | +20.4% | +213.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling