+2.7%
MDT vs FAST
+106.5%
-103.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.0% |
| 7D | +1.0% | +4.2% | -3.1% | -0.2% |
| 30D | +9.2% | +6.7% | +2.5% | +7.0% |
| 3M | +14.5% | +8.0% | +6.4% | +11.8% |
| 6M | +37.3% | +27.4% | +9.9% | +27.8% |
| YTD | +9.8% | +40.5% | -30.7% | -1.2% |
| 1Y | +10.5% | +38.4% | -27.8% | -0.2% |
| 3Y | +57.4% | +98.7% | -41.2% | +24.2% |
| All | +2.7% | +106.5% | -103.8% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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