+569.0%
MDT vs FE
+561.4%
+7.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +3.2% | +1.9% | +1.3% | +2.6% |
| 30D | +9.5% | -1.2% | +10.7% | +9.9% |
| 3M | +16.0% | +3.5% | +12.5% | +14.7% |
| 6M | +0.2% | -6.1% | +6.3% | +2.1% |
| YTD | -0.3% | +7.6% | -7.9% | -2.8% |
| 1Y | +4.7% | +11.9% | -7.2% | +0.8% |
| 3Y | +26.5% | +48.4% | -21.9% | +10.6% |
| 5Y | -18.2% | +44.8% | -63.0% | -28.4% |
| 10Y | +40.0% | +115.9% | -75.9% | +5.2% |
| All | +569.0% | +561.4% | +7.5% | +263.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling