+173.6%
MDY vs FIVE
+596.6%
-422.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.6% | -2.4% | +1.7% |
| 7D | +0.7% | +6.2% | -5.5% | -0.9% |
| 30D | +1.3% | +18.2% | -16.9% | -3.0% |
| 3M | -4.1% | +3.8% | -7.9% | -5.5% |
| 6M | +1.0% | +13.7% | -12.7% | -3.5% |
| YTD | +13.3% | +34.7% | -21.4% | +3.0% |
| 1Y | +15.7% | +66.6% | -50.9% | -0.6% |
| 3Y | +59.6% | +44.3% | +15.3% | +33.4% |
| 5Y | +36.3% | +18.8% | +17.6% | +16.1% |
| 10Y | +173.6% | +569.2% | -395.6% | +54.5% |
| All | +173.6% | +596.6% | -422.9% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling