+58.6%
MDT vs FFIV
+102.8%
-44.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.2% |
| 7D | +2.7% | -4.2% | +6.9% | +2.8% |
| 30D | +14.8% | -33.9% | +48.7% | +16.0% |
| 3M | +14.6% | -22.6% | +37.2% | +14.8% |
| 6M | +35.7% | -10.4% | +46.1% | +34.2% |
| YTD | +8.5% | +24.3% | -15.8% | +3.3% |
| 1Y | +13.3% | +31.8% | -18.5% | +6.9% |
| 3Y | +58.6% | +99.5% | -40.9% | +40.6% |
| All | +58.6% | +102.8% | -44.3% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling