+37.0%
MDT vs FTI
+305.3%
-268.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | -3.4% | -4.4% | +1.0% | -2.8% |
| 30D | +0.2% | +1.5% | -1.3% | -0.1% |
| 3M | +14.3% | +8.2% | +6.1% | +12.6% |
| 6M | +4.0% | +18.8% | -14.8% | +0.7% |
| YTD | -3.7% | +71.7% | -75.4% | -12.0% |
| 1Y | -0.4% | +90.0% | -90.4% | -10.6% |
| 3Y | +23.3% | +270.5% | -247.2% | -2.9% |
| 5Y | -18.9% | +1,084.5% | -1,103.4% | -50.3% |
| All | +37.0% | +305.3% | -268.3% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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