+240.3%
MDT vs FIVE
+868.1%
-627.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.1% | -4.0% | +0.5% |
| 7D | +3.2% | +4.3% | -1.0% | +2.7% |
| 30D | +9.5% | +12.5% | -3.0% | +7.8% |
| 3M | +16.0% | +31.2% | -15.3% | +11.9% |
| 6M | +0.2% | +14.4% | -14.2% | -2.1% |
| YTD | -0.3% | +33.9% | -34.2% | -4.7% |
| 1Y | +4.7% | +65.1% | -60.3% | -2.9% |
| 3Y | +26.5% | +49.0% | -22.4% | +15.1% |
| 5Y | -18.2% | +30.3% | -48.5% | -25.9% |
| 10Y | +40.0% | +481.1% | -441.1% | -0.4% |
| All | +240.3% | +868.1% | -627.8% | +125.4% |
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 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