-23.2%
FDS vs MDY
+45.8%
-69.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -2.8% |
| 7D | -8.8% | -0.8% | -8.0% | -8.4% |
| 30D | -1.4% | -3.9% | +2.5% | +0.6% |
| 3M | +13.9% | 0.0% | +13.9% | +13.5% |
| 6M | +27.4% | +8.5% | +18.8% | +20.6% |
| YTD | -2.5% | +13.2% | -15.7% | -10.0% |
| 1Y | -23.8% | +15.0% | -38.8% | -30.5% |
| 3Y | -32.5% | +49.6% | -82.1% | -48.6% |
| 5Y | -23.2% | +46.0% | -69.2% | -40.8% |
| All | -23.2% | +45.8% | -69.0% | -40.8% |
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