+33.8%
FFIV vs MDY
+34.6%
-0.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | -0.5% | +2.3% | -2.8% | -2.6% |
| 30D | -32.4% | +2.0% | -34.4% | -33.6% |
| 3M | -25.7% | -5.6% | -20.1% | -21.7% |
| 6M | -13.5% | +1.3% | -14.8% | -14.5% |
| YTD | +21.1% | +12.3% | +8.8% | +8.8% |
| 1Y | +29.4% | +15.8% | +13.6% | +13.1% |
| 3Y | +94.9% | +56.5% | +38.4% | +28.8% |
| All | +33.8% | +34.6% | -0.7% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling