+51.9%
MDY vs FIVE
+34.8%
+17.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | -0.9% | +17.7% | -18.6% | -3.5% |
| 3M | -5.7% | +4.0% | -9.7% | -6.6% |
| 6M | -2.9% | +2.6% | -5.5% | -4.0% |
| YTD | +9.8% | +27.6% | -17.7% | +4.5% |
| 1Y | +13.5% | +59.9% | -46.5% | +4.0% |
| 3Y | +51.9% | +35.8% | +16.2% | +28.4% |
| All | +51.9% | +34.8% | +17.1% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling