+316.1%
MDT vs FFIV
+7,518.9%
-7,202.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.2% |
| 7D | +3.2% | -1.0% | +4.2% | +3.3% |
| 30D | +9.5% | -5.1% | +14.6% | +9.9% |
| 3M | +16.0% | -4.5% | +20.4% | +16.2% |
| 6M | +0.2% | +36.5% | -36.3% | -2.5% |
| YTD | -0.3% | +53.0% | -53.2% | -3.9% |
| 1Y | +4.7% | +24.2% | -19.5% | +2.4% |
| 3Y | +26.5% | +137.2% | -110.7% | +17.2% |
| 5Y | -18.2% | +91.8% | -110.0% | -23.4% |
| 10Y | +40.0% | +215.2% | -175.2% | +25.9% |
| All | +316.1% | +7,518.9% | -7,202.8% | +204.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling