+171.1%
MDY vs FIVE
+475.1%
-304.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +1.0% | +3.7% | -2.6% | +0.1% |
| 30D | -3.1% | +4.0% | -7.1% | -4.3% |
| 3M | +1.8% | +36.2% | -34.4% | -6.5% |
| 6M | +10.8% | +18.0% | -7.2% | +4.7% |
| YTD | +14.4% | +34.9% | -20.4% | +4.3% |
| 1Y | +15.2% | +67.9% | -52.7% | -1.4% |
| 3Y | +51.2% | +57.3% | -6.1% | +23.2% |
| 5Y | +47.2% | +39.5% | +7.7% | +19.5% |
| 10Y | +171.1% | +496.4% | -325.3% | +52.4% |
| All | +171.1% | +475.1% | -304.0% | +52.4% |
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