+954.3%
MDB vs FN
+908.8%
+45.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.9% | -4.0% | 0.0% |
| 7D | +3.0% | +8.0% | -5.0% | 0.0% |
| 30D | -11.3% | -19.1% | +7.8% | -6.2% |
| 3M | -23.0% | -29.8% | +6.8% | -16.5% |
| 6M | +14.8% | -43.2% | +57.9% | +28.1% |
| YTD | -19.4% | -18.9% | -0.5% | -25.7% |
| 1Y | -9.0% | -17.9% | +8.9% | -17.6% |
| 3Y | -10.3% | +120.1% | -130.4% | -51.9% |
| 5Y | -38.4% | +206.7% | -245.1% | -72.7% |
| All | +954.3% | +908.8% | +45.5% | +222.4% |
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