+890.0%
FN vs MDY
+170.4%
+719.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.8% | +2.9% |
| 7D | +3.5% | +1.0% | +2.5% | +2.3% |
| 30D | -26.0% | -3.1% | -22.8% | -22.9% |
| 3M | -33.3% | +1.8% | -35.1% | -33.9% |
| 6M | -14.9% | +10.8% | -25.7% | -22.3% |
| YTD | -8.6% | +14.4% | -23.0% | -18.8% |
| 1Y | +12.3% | +15.2% | -2.9% | -0.3% |
| 3Y | +174.4% | +51.2% | +123.2% | +92.3% |
| 5Y | +296.4% | +47.2% | +249.2% | +185.8% |
| 10Y | +890.0% | +171.1% | +718.9% | +275.2% |
| All | +890.0% | +170.4% | +719.6% | +275.2% |
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