+60.0%
MDT vs FE
+107.2%
-47.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.7% |
| 7D | +5.4% | 0.0% | +5.5% | +5.5% |
| 30D | +19.1% | +5.2% | +13.9% | +17.0% |
| 3M | +19.5% | 0.0% | +19.5% | +19.4% |
| 6M | +33.5% | +5.0% | +28.4% | +31.1% |
| YTD | +8.7% | +7.9% | +0.8% | +5.6% |
| 1Y | +16.8% | +6.3% | +10.4% | +14.0% |
| 3Y | +53.0% | +46.0% | +7.0% | +32.7% |
| 5Y | -2.9% | +45.6% | -48.5% | -16.3% |
| All | +60.0% | +107.2% | -47.1% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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