+61.4%
MDT vs FTAI
+2,588.5%
-2,527.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | +0.4% | +3.9% | -3.5% | -0.1% |
| 30D | +6.0% | -8.8% | +14.8% | +7.0% |
| 3M | +15.5% | -14.5% | +30.0% | +16.9% |
| 6M | +3.4% | -24.0% | +27.4% | +5.3% |
| YTD | -2.2% | +0.5% | -2.6% | -4.3% |
| 1Y | +2.6% | +19.1% | -16.5% | -2.5% |
| 3Y | +27.5% | +460.7% | -433.2% | -13.8% |
| 5Y | -20.1% | +947.3% | -967.4% | -53.5% |
| 10Y | +39.1% | +3,244.4% | -3,205.3% | -36.8% |
| All | +61.4% | +2,588.5% | -2,527.1% | -25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling