-45.2%
MDB vs FN
+170.4%
-215.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +11.7% | -9.0% | -0.8% |
| 7D | -11.4% | 0.0% | -11.3% | -11.9% |
| 30D | -13.8% | -34.3% | +20.5% | -3.1% |
| 3M | -15.5% | -39.9% | +24.4% | -4.2% |
| 6M | +17.9% | -51.8% | +69.8% | +37.8% |
| YTD | -25.5% | -28.1% | +2.7% | -29.8% |
| 1Y | -12.1% | -29.1% | +17.0% | -17.9% |
| 3Y | -5.9% | +102.4% | -108.3% | -55.6% |
| All | -45.2% | +170.4% | -215.6% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling