-29.8%
MDB vs FRSH
-72.4%
+42.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.6% |
| 7D | -4.5% | -9.6% | +5.0% | +1.9% |
| 30D | -14.0% | -0.4% | -13.6% | -13.6% |
| 3M | +5.3% | +27.2% | -21.9% | -10.3% |
| 6M | +31.9% | +42.2% | -10.3% | +4.8% |
| YTD | -14.6% | -2.6% | -12.0% | -15.0% |
| 1Y | +8.2% | -10.2% | +18.4% | +12.9% |
| 3Y | -5.0% | -45.5% | +40.5% | +30.3% |
| All | -29.8% | -72.4% | +42.6% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling