+354.3%
MDY vs FIVE
+822.5%
-468.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.6% |
| 3M | -5.7% | +4.0% | -9.7% | -7.0% |
| 6M | -2.9% | +2.6% | -5.5% | -4.5% |
| YTD | +9.8% | +27.6% | -17.7% | +2.3% |
| 1Y | +13.5% | +59.9% | -46.5% | +0.2% |
| 3Y | +51.9% | +35.8% | +16.2% | +31.1% |
| 5Y | +32.0% | +14.4% | +17.6% | +15.1% |
| 10Y | +176.5% | +576.1% | -399.7% | +65.2% |
| All | +354.3% | +822.5% | -468.1% | +152.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling