+1,017.5%
MDB vs FTI
+350.4%
+667.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -4.5% | -2.3% | -2.2% | -4.1% |
| 30D | -14.0% | +5.0% | -19.0% | -14.7% |
| 3M | +5.3% | +13.8% | -8.5% | +2.7% |
| 6M | +31.9% | +22.9% | +9.0% | +26.7% |
| YTD | -14.6% | +75.0% | -89.6% | -22.8% |
| 1Y | +8.2% | +96.9% | -88.6% | -4.4% |
| 3Y | -5.0% | +276.7% | -281.7% | -24.8% |
| 5Y | -24.5% | +1,157.0% | -1,181.6% | -50.4% |
| All | +1,017.5% | +350.4% | +667.1% | +659.2% |
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