-24.7%
MDB vs FTV
+2.3%
-27.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.2% |
| 7D | -17.4% | -4.5% | -12.9% | -14.0% |
| 30D | -2.0% | -7.1% | +5.0% | +4.6% |
| 3M | -3.0% | -7.2% | +4.2% | +1.6% |
| 6M | +48.7% | -1.5% | +50.2% | +46.0% |
| YTD | -12.1% | +3.5% | -15.6% | -19.2% |
| 1Y | +14.5% | +20.3% | -5.9% | -11.1% |
| 3Y | -6.1% | -3.1% | -3.0% | -10.0% |
| All | -24.7% | +2.3% | -27.0% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling