-18.3%
MDT vs FND
-62.8%
+44.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -1.6% | -5.1% | +3.5% | -0.9% |
| 30D | +1.0% | -22.5% | +23.6% | +4.5% |
| 3M | +15.2% | -5.0% | +20.2% | +15.4% |
| 6M | +3.7% | -21.5% | +25.2% | +6.2% |
| YTD | -3.0% | -23.0% | +20.0% | -0.8% |
| 1Y | +2.5% | -44.9% | +47.4% | +9.6% |
| 3Y | +26.5% | -50.0% | +76.4% | +33.6% |
| 5Y | -18.3% | -63.3% | +45.0% | -14.0% |
| All | -18.3% | -62.8% | +44.5% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling