-1.0%
FTV vs MDY
+46.3%
-47.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.4% |
| 7D | -4.0% | -1.9% | -2.1% | -2.3% |
| 30D | -11.0% | -4.6% | -6.4% | -7.0% |
| 3M | -8.4% | -1.2% | -7.2% | -7.3% |
| 6M | -2.6% | +9.2% | -11.8% | -10.3% |
| YTD | -0.6% | +13.1% | -13.7% | -11.4% |
| 1Y | +11.0% | +13.0% | -2.0% | -1.2% |
| 3Y | -6.3% | +49.2% | -55.6% | -35.2% |
| All | -1.0% | +46.3% | -47.2% | -31.6% |
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 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