-30.3%
MDB vs FRSH
-72.0%
+41.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.9% | +1.5% | -0.2% |
| 7D | -18.0% | -10.1% | -7.9% | -12.0% |
| 30D | -10.7% | +2.2% | -12.9% | -11.8% |
| 3M | +1.0% | +28.6% | -27.6% | -14.6% |
| 6M | +31.6% | +40.2% | -8.6% | +5.5% |
| YTD | -15.2% | -1.2% | -14.0% | -16.3% |
| 1Y | +10.1% | -7.9% | +18.0% | +13.1% |
| 3Y | -5.6% | -44.7% | +39.1% | +28.3% |
| All | -30.3% | -72.0% | +41.7% | +3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling