+1,017.5%
MDB vs FTV
+28.6%
+988.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.5% |
| 7D | -4.5% | -1.3% | -3.3% | -3.7% |
| 30D | -14.0% | -9.5% | -4.5% | -8.4% |
| 3M | +5.3% | -10.9% | +16.2% | +12.1% |
| 6M | +31.9% | -0.6% | +32.5% | +30.1% |
| YTD | -14.6% | +1.4% | -16.0% | -17.7% |
| 1Y | +8.2% | +17.6% | -9.4% | -6.0% |
| 3Y | -5.0% | -3.3% | -1.8% | -6.1% |
| 5Y | -24.5% | -0.1% | -24.4% | -27.8% |
| All | +1,017.5% | +28.6% | +988.9% | +850.9% |
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