+42.0%
MDT vs FND
+58.4%
-16.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -1.1% |
| 7D | +0.4% | +0.4% | 0.0% | +0.3% |
| 30D | +6.0% | -23.6% | +29.6% | +10.6% |
| 3M | +15.5% | +4.3% | +11.2% | +14.0% |
| 6M | +3.4% | -20.3% | +23.7% | +6.2% |
| YTD | -2.2% | -21.3% | +19.1% | +0.2% |
| 1Y | +2.6% | -45.4% | +48.0% | +11.5% |
| 3Y | +27.5% | -48.9% | +76.4% | +36.1% |
| 5Y | -20.1% | -61.0% | +41.0% | -13.8% |
| All | +42.0% | +58.4% | -16.4% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling