-23.3%
FDS vs MDY
+35.5%
-58.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.3% |
| 7D | -2.6% | +3.0% | -5.6% | -4.1% |
| 30D | +14.1% | +0.8% | +13.2% | +13.4% |
| 3M | +19.8% | -5.1% | +24.9% | +22.9% |
| 6M | +55.0% | +1.2% | +53.8% | +52.9% |
| YTD | +15.9% | +12.5% | +3.4% | +6.9% |
| 1Y | +24.2% | +13.8% | +10.4% | +13.7% |
| 3Y | -24.0% | +56.4% | -80.5% | -44.4% |
| 5Y | -23.3% | +35.3% | -58.6% | -39.7% |
| All | -23.3% | +35.5% | -58.9% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling