-2.9%
MDT vs FAST
+103.6%
-106.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | +5.4% | +2.1% | +3.4% | +4.8% |
| 30D | +19.1% | +6.9% | +12.2% | +16.7% |
| 3M | +19.5% | +4.8% | +14.6% | +17.7% |
| 6M | +33.5% | +19.8% | +13.7% | +26.6% |
| YTD | +8.7% | +34.9% | -26.2% | -0.9% |
| 1Y | +16.8% | +32.8% | -16.0% | +6.9% |
| 3Y | +53.0% | +93.7% | -40.8% | +21.7% |
| All | -2.9% | +103.6% | -106.5% | -30.7% |
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