-9.1%
MDB vs FRSH
-46.2%
+37.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.6% |
| 7D | -4.5% | -9.6% | +5.0% | +1.7% |
| 30D | -14.0% | -0.4% | -13.6% | -13.5% |
| 3M | +5.3% | +27.2% | -21.9% | -9.5% |
| 6M | +31.9% | +42.2% | -10.3% | +6.3% |
| YTD | -14.6% | -2.6% | -12.0% | -14.7% |
| 1Y | +8.2% | -10.2% | +18.4% | +13.0% |
| All | -9.1% | -46.2% | +37.1% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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