-10.4%
MDB vs FND
-33.5%
+23.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.1% | +0.6% | +3.8% |
| 7D | -0.9% | +8.5% | -9.5% | -2.7% |
| 30D | -15.2% | +17.2% | -32.4% | -18.3% |
| 3M | -17.9% | -14.9% | -3.0% | -15.3% |
| 6M | +9.3% | +3.1% | +6.2% | +7.3% |
| YTD | -22.0% | -12.4% | -9.6% | -20.8% |
| 1Y | -9.3% | -10.0% | +0.7% | -8.9% |
| 3Y | -10.4% | -31.3% | +20.9% | -9.7% |
| All | -10.4% | -33.5% | +23.1% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling