+36.6%
FFIV vs MDY
+17.5%
+19.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.9% |
| 7D | -9.8% | +1.7% | -11.5% | -10.9% |
| 30D | -28.1% | +1.2% | -29.3% | -28.7% |
| 3M | -20.0% | -3.5% | -16.5% | -17.9% |
| 6M | -0.1% | +3.5% | -3.6% | -2.5% |
| YTD | +29.2% | +13.6% | +15.6% | +17.2% |
| 1Y | +36.6% | +17.1% | +19.5% | +21.8% |
| All | +36.6% | +17.5% | +19.1% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling