+1,023.5%
MDT vs FDS
+9,502.8%
-8,479.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.7% | +1.9% |
| 7D | +3.2% | -1.9% | +5.1% | +3.6% |
| 30D | +9.5% | +9.0% | +0.5% | +7.4% |
| 3M | +16.0% | +18.9% | -2.9% | +11.4% |
| 6M | +0.2% | +35.1% | -34.9% | -7.0% |
| YTD | -0.3% | +5.5% | -5.8% | -3.0% |
| 1Y | +4.7% | -16.8% | +21.5% | +6.5% |
| 3Y | +26.5% | -28.1% | +54.6% | +31.9% |
| 5Y | -18.2% | -17.4% | -0.8% | -17.8% |
| 10Y | +40.0% | +85.4% | -45.4% | +18.7% |
| All | +1,023.5% | +9,502.8% | -8,479.3% | +401.3% |
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