+92.5%
FTV vs MDY
+186.2%
-93.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.2% |
| 7D | -0.4% | +1.0% | -1.4% | -1.3% |
| 30D | -8.3% | -3.1% | -5.2% | -5.6% |
| 3M | -7.4% | +1.8% | -9.2% | -8.9% |
| 6M | -1.2% | +10.8% | -12.0% | -10.2% |
| YTD | +2.7% | +14.4% | -11.7% | -9.4% |
| 1Y | +18.4% | +15.2% | +3.2% | +3.7% |
| 3Y | -2.0% | +51.2% | -53.2% | -33.1% |
| 5Y | +3.4% | +47.2% | -43.8% | -28.0% |
| 10Y | +78.5% | +171.1% | -92.6% | -29.9% |
| All | +92.5% | +186.2% | -93.8% | -29.5% |
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