+9,686.6%
FDS vs MDY
+2,050.6%
+7,636.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +1.5% | +2.3% | -0.8% | -0.4% |
| 30D | +14.8% | +2.0% | +12.8% | +12.8% |
| 3M | +16.3% | -5.6% | +21.9% | +21.3% |
| 6M | +66.2% | +1.3% | +64.9% | +62.9% |
| YTD | +16.2% | +12.3% | +3.9% | +4.1% |
| 1Y | +21.8% | +15.8% | +6.1% | +6.4% |
| 3Y | -23.9% | +56.5% | -80.4% | -49.2% |
| 5Y | -23.1% | +35.1% | -58.3% | -43.1% |
| 10Y | +128.7% | +167.4% | -38.7% | -7.9% |
| All | +9,686.6% | +2,050.6% | +7,636.0% | +787.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling