+46.0%
MDY vs FIVE
+35.6%
+10.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.7% | -0.5% |
| 7D | -0.8% | +1.7% | -2.4% | -1.2% |
| 30D | -3.9% | +5.0% | -8.9% | -5.1% |
| 3M | 0.0% | +29.5% | -29.5% | -6.0% |
| 6M | +8.5% | +12.4% | -3.9% | +4.6% |
| YTD | +13.2% | +31.2% | -18.0% | +5.2% |
| 1Y | +15.0% | +72.9% | -57.8% | 0.0% |
| 3Y | +49.6% | +53.0% | -3.4% | +27.5% |
| 5Y | +46.0% | +34.2% | +11.9% | +25.5% |
| All | +46.0% | +35.6% | +10.4% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling