+2.7%
MDT vs FTV
+17.3%
-14.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.8% |
| 7D | +1.0% | +3.9% | -2.9% | -0.1% |
| 30D | +9.2% | +18.7% | -9.5% | +3.8% |
| 3M | +14.5% | +10.0% | +4.5% | +11.2% |
| 6M | +37.3% | +14.6% | +22.7% | +31.6% |
| YTD | +9.8% | +23.4% | -13.6% | +2.2% |
| 1Y | +10.5% | +31.3% | -20.8% | +0.8% |
| 3Y | +57.4% | +39.8% | +17.6% | +37.3% |
| All | +2.7% | +17.3% | -14.7% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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