+942.1%
MDB vs FTV
+56.5%
+885.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | +6.8% | +3.9% | +2.9% | +4.3% |
| 30D | -6.2% | +18.7% | -24.9% | -16.0% |
| 3M | -29.2% | +10.0% | -39.3% | -33.6% |
| 6M | +10.3% | +14.6% | -4.3% | -0.5% |
| YTD | -20.4% | +23.4% | -43.8% | -32.4% |
| 1Y | -4.8% | +31.3% | -36.1% | -22.6% |
| 3Y | -11.6% | +39.8% | -51.4% | -31.3% |
| 5Y | -41.0% | +17.7% | -58.7% | -49.7% |
| All | +942.1% | +56.5% | +885.5% | +681.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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