+17.9%
MDB vs FPS
-55.1%
+73.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.0% | -4.3% | +1.9% |
| 7D | -11.4% | -24.5% | +13.2% | -9.0% |
| 30D | -13.8% | -52.1% | +38.3% | -10.4% |
| 3M | -15.5% | -48.4% | +32.9% | -11.0% |
| 6M | +17.9% | -54.4% | +72.3% | +31.9% |
| All | +17.9% | -55.1% | +73.0% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 6mo: compounded portfolio wealth divided by compounded FPS 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…
6mo analysis · Full analysis span regression · 6 months rolling