+935.2%
MDB vs FTI
+273.6%
+661.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.3% |
| 7D | -1.0% | -3.3% | +2.3% | -0.4% |
| 30D | -14.0% | -7.2% | -6.8% | -12.9% |
| 3M | -20.3% | -12.9% | -7.5% | -18.6% |
| 6M | +10.9% | -7.9% | +18.7% | +11.9% |
| YTD | -20.9% | +45.2% | -66.1% | -26.4% |
| 1Y | -11.2% | +48.1% | -59.3% | -17.7% |
| 3Y | -11.9% | +205.0% | -216.9% | -27.8% |
| 5Y | -40.2% | +838.8% | -879.0% | -58.8% |
| All | +935.2% | +273.6% | +661.6% | +624.4% |
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