-18.2%
MDT vs FTAI
+890.7%
-908.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -4.0% | -0.9% |
| 7D | -3.4% | -5.2% | +1.8% | -3.1% |
| 30D | +0.2% | -17.9% | +18.1% | +1.5% |
| 3M | +14.3% | -22.7% | +37.0% | +15.8% |
| 6M | +4.0% | -28.0% | +32.0% | +5.4% |
| YTD | -3.7% | -5.0% | +1.3% | -4.6% |
| 1Y | -0.4% | +10.4% | -10.7% | -2.7% |
| 3Y | +23.3% | +425.2% | -401.9% | -7.4% |
| All | -18.2% | +890.7% | -908.9% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling