+41.2%
MDT vs FTV
+90.8%
-49.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.5% |
| 7D | +3.2% | -4.5% | +7.7% | +5.0% |
| 30D | +9.5% | -7.1% | +16.6% | +12.6% |
| 3M | +16.0% | -7.2% | +23.1% | +19.1% |
| 6M | +0.2% | -1.5% | +1.7% | +0.3% |
| YTD | -0.3% | +3.5% | -3.7% | -2.9% |
| 1Y | +4.7% | +20.3% | -15.6% | -4.5% |
| 3Y | +26.5% | -3.1% | +29.7% | +23.6% |
| 5Y | -18.2% | +2.3% | -20.5% | -23.6% |
| 10Y | +40.0% | +76.3% | -36.3% | +1.2% |
| All | +41.2% | +90.8% | -49.6% | +1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling