+274.5%
MDT vs FIVE
+874.1%
-599.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.6% | -4.6% | +0.3% |
| 7D | +3.5% | +6.2% | -2.7% | +2.7% |
| 30D | +16.2% | +18.2% | -2.0% | +13.7% |
| 3M | +18.9% | +3.8% | +15.1% | +18.1% |
| 6M | +37.3% | +13.7% | +23.6% | +34.4% |
| YTD | +9.7% | +34.7% | -25.0% | +4.7% |
| 1Y | +15.2% | +66.6% | -51.5% | +6.9% |
| 3Y | +61.8% | +44.3% | +17.5% | +48.0% |
| 5Y | -1.4% | +18.8% | -20.1% | -9.2% |
| 10Y | +61.6% | +569.2% | -507.6% | +13.2% |
| All | +274.5% | +874.1% | -599.6% | +147.6% |
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 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