+954.3%
MDB vs FTI
+278.5%
+675.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.6% |
| 7D | +3.0% | +1.4% | +1.6% | +2.8% |
| 30D | -11.3% | -6.3% | -5.1% | -10.4% |
| 3M | -23.0% | -13.1% | -9.9% | -21.3% |
| 6M | +14.8% | -8.0% | +22.7% | +15.9% |
| YTD | -19.4% | +47.1% | -66.5% | -25.2% |
| 1Y | -9.0% | +50.7% | -59.6% | -15.9% |
| 3Y | -10.3% | +209.0% | -219.2% | -26.6% |
| 5Y | -38.4% | +847.0% | -885.4% | -57.7% |
| All | +954.3% | +278.5% | +675.8% | +636.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling