+826.4%
FN vs MDY
+180.7%
+645.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.2% | +8.7% | +8.3% |
| 7D | +16.3% | +0.7% | +15.6% | +16.4% |
| 30D | -24.7% | +1.3% | -26.1% | -25.1% |
| 3M | -34.9% | -4.1% | -30.9% | -30.7% |
| 6M | -41.1% | +1.0% | -42.1% | -40.3% |
| YTD | -19.6% | +13.3% | -32.9% | -27.0% |
| 1Y | -18.5% | +15.7% | -34.3% | -27.2% |
| 3Y | +119.1% | +59.6% | +59.6% | +48.1% |
| 5Y | +206.9% | +36.3% | +170.6% | +141.2% |
| 10Y | +826.4% | +173.6% | +652.8% | +243.5% |
| All | +826.4% | +180.7% | +645.7% | +243.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling