+62.3%
FDS vs MDY
+177.2%
-114.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.8% |
| 7D | -14.0% | -1.9% | -12.1% | -12.8% |
| 30D | -6.2% | -4.6% | -1.6% | -3.2% |
| 3M | +10.2% | -1.2% | +11.4% | +10.8% |
| 6M | +27.4% | +9.2% | +18.2% | +18.7% |
| YTD | -9.3% | +13.1% | -22.3% | -17.7% |
| 1Y | -28.6% | +13.0% | -41.6% | -35.4% |
| 3Y | -36.8% | +49.2% | -86.0% | -54.2% |
| 5Y | -28.6% | +47.2% | -75.9% | -48.6% |
| All | +62.3% | +177.2% | -114.9% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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