-29.7%
FDS vs MDY
+50.3%
-80.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.0% |
| 7D | -5.4% | +1.0% | -6.4% | -5.7% |
| 30D | +1.6% | -3.1% | +4.7% | +2.8% |
| 3M | +17.7% | +1.8% | +15.9% | +16.6% |
| 6M | +29.1% | +10.8% | +18.3% | +22.3% |
| YTD | +1.0% | +14.4% | -13.5% | -6.0% |
| 1Y | -21.6% | +15.2% | -36.8% | -27.3% |
| All | -29.7% | +50.3% | -80.0% | -43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling