+242.8%
FFIV vs MDY
+170.4%
+72.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +4.9% | +4.7% |
| 7D | +3.5% | -0.8% | +4.2% | +4.1% |
| 30D | -1.3% | -3.9% | +2.6% | +1.9% |
| 3M | +2.4% | 0.0% | +2.4% | +2.3% |
| 6M | +41.8% | +8.5% | +33.3% | +32.3% |
| YTD | +58.5% | +13.2% | +45.3% | +43.0% |
| 1Y | +24.3% | +15.0% | +9.3% | +10.9% |
| 3Y | +152.0% | +49.6% | +102.5% | +81.6% |
| 5Y | +99.1% | +46.0% | +53.1% | +46.3% |
| 10Y | +242.8% | +176.4% | +66.4% | +64.1% |
| All | +242.8% | +170.4% | +72.3% | +64.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling