+251.7%
MDT vs FTI
+2,165.1%
-1,913.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +3.2% | +5.3% | -2.1% | +2.4% |
| 30D | +9.5% | +15.3% | -5.8% | +7.0% |
| 3M | +16.0% | +15.8% | +0.2% | +12.9% |
| 6M | +0.2% | +22.6% | -22.4% | -3.6% |
| YTD | -0.3% | +79.5% | -79.8% | -10.0% |
| 1Y | +4.7% | +102.0% | -97.3% | -7.5% |
| 3Y | +26.5% | +315.8% | -289.3% | -3.3% |
| 5Y | -18.2% | +1,129.5% | -1,147.7% | -50.3% |
| 10Y | +40.0% | +320.9% | -280.9% | -9.3% |
| All | +251.7% | +2,165.1% | -1,913.5% | +53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling