+875.5%
MDB vs FN
+794.3%
+81.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +11.7% | -9.0% | -0.9% |
| 7D | -11.4% | 0.0% | -11.3% | -11.9% |
| 30D | -13.8% | -34.3% | +20.5% | -2.7% |
| 3M | -15.5% | -39.9% | +24.4% | -3.7% |
| 6M | +17.9% | -51.8% | +69.8% | +38.5% |
| YTD | -25.5% | -28.1% | +2.7% | -28.5% |
| 1Y | -12.1% | -29.1% | +17.0% | -16.3% |
| 3Y | -5.9% | +102.4% | -108.3% | -48.2% |
| 5Y | -43.7% | +171.7% | -215.4% | -74.0% |
| All | +875.5% | +794.3% | +81.2% | +210.4% |
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