+14.6%
MDT vs FIVE
+63.1%
-48.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.6% | -4.6% | +0.6% |
| 7D | +3.5% | +6.2% | -2.7% | +3.0% |
| 30D | +16.2% | +18.2% | -2.0% | +15.1% |
| 3M | +18.9% | +3.8% | +15.1% | +18.2% |
| 6M | +37.3% | +13.7% | +23.6% | +36.6% |
| YTD | +9.7% | +34.7% | -25.0% | +8.1% |
| All | +14.6% | +63.1% | -48.5% | +10.6% |
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