+37.0%
MDT vs FTAI
+3,098.4%
-3,061.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -4.0% | -1.2% |
| 7D | -3.4% | -5.2% | +1.8% | -2.8% |
| 30D | +0.2% | -17.9% | +18.1% | +2.6% |
| 3M | +14.3% | -22.7% | +37.0% | +17.3% |
| 6M | +4.0% | -28.0% | +32.0% | +6.7% |
| YTD | -3.7% | -5.0% | +1.3% | -5.4% |
| 1Y | -0.4% | +10.4% | -10.7% | -4.8% |
| 3Y | +23.3% | +425.2% | -401.9% | -19.6% |
| 5Y | -18.9% | +890.3% | -909.2% | -55.5% |
| All | +37.0% | +3,098.4% | -3,061.4% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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