-25.7%
FN vs MDY
+17.5%
-43.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.6% | -6.6% | -7.5% |
| 7D | -7.0% | +1.7% | -8.7% | -11.1% |
| 30D | -24.7% | +1.2% | -25.9% | -26.9% |
| 3M | -35.7% | -3.5% | -32.2% | -28.4% |
| 6M | -52.4% | +3.5% | -55.9% | -54.7% |
| YTD | -25.0% | +13.6% | -38.6% | -43.8% |
| 1Y | -25.7% | +17.1% | -42.7% | -47.1% |
| All | -25.7% | +17.5% | -43.2% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling