+4,056.5%
FFIV vs MDY
+1,152.3%
+2,904.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.5% |
| 7D | -0.5% | +2.3% | -2.8% | -3.1% |
| 30D | -32.4% | +2.0% | -34.4% | -33.9% |
| 3M | -25.7% | -5.6% | -20.1% | -20.6% |
| 6M | -13.5% | +1.3% | -14.8% | -14.9% |
| YTD | +21.1% | +12.3% | +8.8% | +5.6% |
| 1Y | +29.4% | +15.8% | +13.6% | +9.0% |
| 3Y | +94.9% | +56.5% | +38.4% | +14.6% |
| 5Y | +34.7% | +35.1% | -0.4% | -7.6% |
| 10Y | +119.0% | +167.4% | -48.4% | -40.5% |
| All | +4,056.5% | +1,152.3% | +2,904.2% | +28.2% |
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