-24.5%
MDB vs FTI
+1,110.9%
-1,135.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -2.9% |
| 7D | -18.0% | -0.2% | -17.8% | -18.0% |
| 30D | -10.7% | +12.3% | -23.1% | -13.3% |
| 3M | +1.0% | +13.8% | -12.8% | -2.7% |
| 6M | +31.6% | +24.3% | +7.3% | +23.5% |
| YTD | -15.2% | +75.8% | -90.9% | -27.3% |
| 1Y | +10.1% | +99.6% | -89.5% | -9.2% |
| 3Y | -5.6% | +278.4% | -284.1% | -33.9% |
| 5Y | -24.5% | +1,168.7% | -1,193.2% | -60.3% |
| All | -24.5% | +1,110.9% | -1,135.5% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling