+270.9%
MDT vs FIVE
+822.5%
-551.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | +5.4% | -0.3% | +5.7% | +5.5% |
| 30D | +19.1% | +17.7% | +1.4% | +16.6% |
| 3M | +19.5% | +4.0% | +15.5% | +18.7% |
| 6M | +33.5% | +2.6% | +30.8% | +32.3% |
| YTD | +8.7% | +27.6% | -18.9% | +4.5% |
| 1Y | +16.8% | +59.9% | -43.2% | +8.9% |
| 3Y | +53.0% | +35.8% | +17.2% | +41.0% |
| 5Y | -2.9% | +14.4% | -17.3% | -10.2% |
| 10Y | +61.4% | +576.1% | -514.7% | +13.2% |
| All | +270.9% | +822.5% | -551.6% | +147.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling