+38.0%
MDT vs FDS
+66.9%
-28.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.8% | +5.5% | +1.5% |
| 7D | -1.6% | -16.0% | +14.4% | +3.6% |
| 30D | +1.0% | -6.7% | +7.8% | +2.9% |
| 3M | +15.2% | +6.0% | +9.2% | +12.3% |
| 6M | +3.7% | +25.1% | -21.4% | -5.3% |
| YTD | -3.0% | -8.1% | +5.2% | -2.4% |
| 1Y | +2.5% | -26.0% | +28.5% | +10.5% |
| 3Y | +26.5% | -36.4% | +62.9% | +42.1% |
| 5Y | -18.3% | -27.7% | +9.4% | -14.6% |
| All | +38.0% | +66.9% | -28.9% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling