-11.2%
MDB vs FND
-13.4%
+2.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.5% | +5.0% | +1.8% |
| 7D | -1.0% | +6.8% | -7.8% | -1.6% |
| 30D | -14.0% | +13.1% | -27.0% | -15.0% |
| 3M | -20.3% | -13.1% | -7.3% | -19.2% |
| 6M | +10.9% | -0.6% | +11.4% | +11.4% |
| YTD | -20.9% | -15.5% | -5.4% | -15.2% |
| 1Y | -11.2% | -13.7% | +2.5% | -4.4% |
| All | -11.2% | -13.4% | +2.2% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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