+1,114.8%
MDT vs FDS
+10,448.9%
-9,334.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -3.7% | -2.6% | -1.1% | -3.2% |
| 30D | +8.6% | +14.1% | -5.5% | +5.6% |
| 3M | +12.2% | +19.8% | -7.6% | +7.8% |
| 6M | +33.7% | +55.0% | -21.2% | +21.0% |
| YTD | +7.8% | +15.9% | -8.1% | +2.6% |
| 1Y | +8.9% | +24.2% | -15.3% | +1.9% |
| 3Y | +57.6% | -24.0% | +81.7% | +62.3% |
| 5Y | -0.7% | -23.3% | +22.7% | +1.3% |
| 10Y | +60.3% | +128.0% | -67.8% | +30.4% |
| All | +1,114.8% | +10,448.9% | -9,334.1% | +430.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling