+68.1%
MDT vs FFIV
+126.3%
-58.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.2% |
| 7D | -3.2% | -2.9% | -0.2% | -2.6% |
| 30D | +10.5% | -32.4% | +42.9% | +19.4% |
| 3M | +13.0% | -22.7% | +35.7% | +17.8% |
| 6M | +38.7% | -10.7% | +49.4% | +38.6% |
| YTD | +8.5% | +25.4% | -16.9% | -1.9% |
| 1Y | +10.0% | +34.2% | -24.1% | -2.5% |
| 3Y | +58.6% | +101.2% | -42.6% | +20.1% |
| 5Y | -0.3% | +42.0% | -42.2% | -17.3% |
| All | +68.1% | +126.3% | -58.2% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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