-20.1%
MDT vs FFIV
+92.2%
-112.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | +0.4% | -1.5% | +1.9% | +0.6% |
| 30D | +6.0% | -2.7% | +8.7% | +6.3% |
| 3M | +15.5% | -1.7% | +17.2% | +15.3% |
| 6M | +3.4% | +36.1% | -32.7% | -2.9% |
| YTD | -2.2% | +52.6% | -54.8% | -10.5% |
| 1Y | +2.6% | +21.5% | -18.9% | -2.0% |
| 3Y | +27.5% | +142.7% | -115.2% | +1.3% |
| 5Y | -20.1% | +92.6% | -112.6% | -35.9% |
| All | -20.1% | +92.2% | -112.2% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling