+1.4%
MDT vs FIVE
+69.4%
-68.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -1.9% |
| 7D | +0.4% | +3.7% | -3.3% | +0.3% |
| 30D | +6.0% | +4.0% | +2.0% | +5.9% |
| 3M | +15.5% | +36.2% | -20.7% | +15.2% |
| 6M | +3.4% | +18.0% | -14.6% | +3.3% |
| YTD | -2.2% | +34.9% | -37.0% | -2.9% |
| All | +1.4% | +69.4% | -68.0% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling