+8,782.6%
FDS vs MDY
+2,105.5%
+6,677.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.6% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | +9.0% | -1.5% | +10.5% | +10.2% |
| 3M | +18.9% | +0.8% | +18.1% | +17.4% |
| 6M | +35.1% | +7.4% | +27.7% | +26.0% |
| YTD | +5.5% | +15.2% | -9.7% | -7.1% |
| 1Y | -16.8% | +16.5% | -33.4% | -27.7% |
| 3Y | -28.1% | +46.8% | -74.8% | -49.3% |
| 5Y | -17.4% | +46.0% | -63.5% | -42.7% |
| 10Y | +85.4% | +172.1% | -86.6% | -26.1% |
| All | +8,782.6% | +2,105.5% | +6,677.1% | +691.8% |
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 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