+1,122.0%
MDT vs FDS
+10,266.7%
-9,144.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.1% |
| 7D | +2.7% | -2.0% | +4.7% | +3.2% |
| 30D | +14.8% | +13.5% | +1.3% | +11.8% |
| 3M | +14.6% | +15.2% | -0.6% | +10.9% |
| 6M | +35.7% | +47.0% | -11.3% | +24.1% |
| YTD | +8.5% | +13.9% | -5.4% | +3.6% |
| 1Y | +13.3% | +25.2% | -11.9% | +5.9% |
| 3Y | +58.6% | -25.3% | +83.9% | +63.8% |
| 5Y | -2.6% | -23.3% | +20.7% | -0.7% |
| 10Y | +60.0% | +126.0% | -66.1% | +30.5% |
| All | +1,122.0% | +10,266.7% | -9,144.7% | +435.7% |
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