+23.3%
MDT vs FTI
+267.9%
-244.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | -3.4% | -4.4% | +1.0% | -3.2% |
| 30D | +0.2% | +1.5% | -1.3% | +0.1% |
| 3M | +14.3% | +8.2% | +6.1% | +13.7% |
| 6M | +4.0% | +18.8% | -14.8% | +2.8% |
| YTD | -3.7% | +71.7% | -75.4% | -6.7% |
| 1Y | -0.4% | +90.0% | -90.4% | -3.9% |
| 3Y | +23.3% | +270.5% | -247.2% | +17.2% |
| All | +23.3% | +267.9% | -244.5% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling