+79.3%
MDT vs FCUV
-95.6%
+174.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -65.2% | +63.3% | -1.8% |
| 7D | +0.4% | -47.9% | +48.3% | +0.4% |
| 30D | +6.0% | +13.7% | -7.7% | +5.9% |
| 3M | +15.5% | +97.0% | -81.5% | +14.8% |
| 6M | +3.4% | -66.1% | +69.5% | +2.9% |
| YTD | -2.2% | -81.8% | +79.6% | -2.5% |
| 1Y | +2.6% | -93.3% | +95.9% | +2.3% |
| 3Y | +27.5% | -99.2% | +126.7% | +27.2% |
| 5Y | -20.1% | -99.9% | +79.8% | -20.2% |
| 10Y | +39.1% | -98.5% | +137.6% | +36.6% |
| All | +79.3% | -95.6% | +174.9% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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