-18.3%
MDT vs FTI
+1,109.5%
-1,127.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.1% |
| 7D | -1.6% | -5.6% | +4.0% | -1.1% |
| 30D | +1.0% | +0.4% | +0.6% | +1.0% |
| 3M | +15.2% | +8.1% | +7.1% | +14.2% |
| 6M | +3.7% | +16.7% | -13.0% | +1.9% |
| YTD | -3.0% | +70.0% | -72.9% | -8.0% |
| 1Y | +2.5% | +85.4% | -83.0% | -3.7% |
| 3Y | +26.5% | +265.9% | -239.5% | +9.7% |
| 5Y | -18.3% | +1,072.7% | -1,091.0% | -41.6% |
| All | -18.3% | +1,109.5% | -1,127.8% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling