+57.4%
MDT vs FTI
+212.2%
-154.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.8% |
| 7D | +1.0% | +4.3% | -3.3% | +1.0% |
| 30D | +9.2% | -4.7% | +13.8% | +9.3% |
| 3M | +14.5% | -13.5% | +28.0% | +15.0% |
| 6M | +37.3% | -8.7% | +46.0% | +37.5% |
| YTD | +9.8% | +49.0% | -39.2% | +6.7% |
| 1Y | +10.5% | +54.0% | -43.5% | +7.2% |
| 3Y | +57.4% | +211.6% | -154.2% | +50.9% |
| All | +57.4% | +212.2% | -154.8% | +50.9% |
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