+923.9%
MDB vs FN
+834.0%
+90.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.0% | +3.9% | -0.2% |
| 7D | -16.5% | -7.0% | -9.6% | -14.9% |
| 30D | -8.6% | -24.7% | +16.1% | -0.8% |
| 3M | -13.6% | -35.7% | +22.1% | -3.5% |
| 6M | +24.1% | -52.4% | +76.5% | +46.7% |
| YTD | -21.8% | -25.0% | +3.2% | -25.8% |
| 1Y | -7.7% | -25.7% | +17.9% | -13.5% |
| 3Y | -4.3% | +110.2% | -114.5% | -47.8% |
| 5Y | -38.6% | +192.3% | -231.0% | -72.2% |
| All | +923.9% | +834.0% | +90.0% | +222.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling