+849.8%
MDB vs FN
+700.9%
+148.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -14.2% | +7.0% | -2.8% |
| 7D | -20.9% | -16.0% | -4.9% | -16.8% |
| 30D | -15.6% | -40.1% | +24.5% | -1.6% |
| 3M | -19.1% | -43.9% | +24.8% | -5.7% |
| 6M | +14.2% | -55.6% | +69.8% | +37.6% |
| YTD | -27.4% | -35.7% | +8.2% | -27.8% |
| 1Y | -13.0% | -39.8% | +26.8% | -12.4% |
| 3Y | -11.2% | +80.3% | -91.5% | -49.3% |
| 5Y | -45.2% | +143.3% | -188.5% | -73.7% |
| All | +849.8% | +700.9% | +148.9% | +213.4% |
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 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