+142.7%
FFIV vs MDY
+51.1%
+91.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | +0.3% |
| 7D | -1.5% | +1.0% | -2.6% | -2.4% |
| 30D | -2.7% | -3.1% | +0.5% | 0.0% |
| 3M | -1.7% | +1.8% | -3.5% | -3.2% |
| 6M | +36.1% | +10.8% | +25.3% | +24.2% |
| YTD | +52.6% | +14.4% | +38.2% | +35.6% |
| 1Y | +21.5% | +15.2% | +6.3% | +7.5% |
| 3Y | +142.7% | +51.2% | +91.5% | +76.6% |
| All | +142.7% | +51.1% | +91.6% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling