+57.4%
MDT vs FIVE
+40.0%
+17.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.0% | +1.9% |
| 7D | +1.0% | +2.7% | -1.6% | +0.9% |
| 30D | +9.2% | +12.7% | -3.5% | +8.7% |
| 3M | +14.5% | +2.1% | +12.4% | +14.3% |
| 6M | +37.3% | +17.5% | +19.8% | +36.4% |
| YTD | +9.8% | +31.0% | -21.1% | +8.8% |
| 1Y | +10.5% | +67.7% | -57.2% | +8.6% |
| 3Y | +57.4% | +43.4% | +14.1% | +56.1% |
| All | +57.4% | +40.0% | +17.5% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling