+39.8%
MDT vs FND
+56.5%
-16.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | -3.4% | -5.8% | +2.3% | -2.5% |
| 30D | +0.2% | -20.2% | +20.4% | +3.9% |
| 3M | +14.3% | -12.0% | +26.2% | +16.1% |
| 6M | +4.0% | -18.5% | +22.5% | +6.4% |
| YTD | -3.7% | -22.3% | +18.6% | -1.1% |
| 1Y | -0.4% | -47.6% | +47.3% | +9.1% |
| 3Y | +23.3% | -49.8% | +73.1% | +32.0% |
| 5Y | -18.9% | -63.0% | +44.1% | -11.6% |
| All | +39.8% | +56.5% | -16.7% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling