-18.2%
MDT vs FIVE
+31.2%
-49.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.1% | -4.0% | +0.8% |
| 7D | +3.2% | +4.3% | -1.0% | +2.9% |
| 30D | +9.5% | +12.5% | -3.0% | +8.6% |
| 3M | +16.0% | +31.2% | -15.3% | +13.8% |
| 6M | +0.2% | +14.4% | -14.2% | -1.0% |
| YTD | -0.3% | +33.9% | -34.2% | -2.7% |
| 1Y | +4.7% | +65.1% | -60.3% | +0.5% |
| 3Y | +26.5% | +49.0% | -22.4% | +21.7% |
| All | -18.2% | +31.2% | -49.4% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling