+5,150.0%
FFIV vs MDY
+1,184.3%
+3,965.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.6% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -5.1% | -1.5% | -3.6% | -3.5% |
| 3M | -4.5% | +0.8% | -5.2% | -5.4% |
| 6M | +36.5% | +7.4% | +29.0% | +25.1% |
| YTD | +53.0% | +15.2% | +37.8% | +29.7% |
| 1Y | +24.2% | +16.5% | +7.7% | +4.0% |
| 3Y | +137.2% | +46.8% | +90.4% | +49.8% |
| 5Y | +91.8% | +46.0% | +45.7% | +20.0% |
| 10Y | +215.2% | +172.1% | +43.1% | -16.2% |
| All | +5,150.0% | +1,184.3% | +3,965.7% | +57.4% |
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