-21.8%
MDB vs FND
-60.0%
+38.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -5.0% |
| 7D | -17.4% | -5.2% | -12.2% | -15.4% |
| 30D | -2.0% | -19.9% | +17.9% | +9.1% |
| 3M | -3.0% | +2.7% | -5.7% | -7.1% |
| 6M | +48.7% | -21.7% | +70.4% | +61.8% |
| YTD | -12.1% | -17.5% | +5.4% | -8.4% |
| 1Y | +14.5% | -39.3% | +53.8% | +40.0% |
| 3Y | -6.1% | -49.8% | +43.6% | +12.6% |
| All | -21.8% | -60.0% | +38.2% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling