-12.1%
MDB vs FN
-33.3%
+21.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +11.7% | -9.0% | +2.0% |
| 7D | -11.4% | 0.0% | -11.3% | -11.4% |
| 30D | -13.8% | -34.3% | +20.5% | -13.6% |
| 3M | -15.5% | -39.9% | +24.4% | -15.2% |
| 6M | +17.9% | -51.8% | +69.8% | +18.1% |
| YTD | -25.5% | -28.1% | +2.7% | -30.1% |
| 1Y | -12.1% | -29.1% | +17.0% | -17.8% |
| All | -12.1% | -33.3% | +21.2% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling