+743.6%
FN vs MDY
+171.7%
+571.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.6% | +11.0% | +10.9% |
| 7D | 0.0% | -1.7% | +1.6% | +2.4% |
| 30D | -34.3% | -0.9% | -33.4% | -33.1% |
| 3M | -39.9% | -5.7% | -34.1% | -34.8% |
| 6M | -51.8% | -2.9% | -48.9% | -49.0% |
| YTD | -28.1% | +9.8% | -38.0% | -32.6% |
| 1Y | -29.1% | +13.5% | -42.6% | -35.3% |
| 3Y | +102.4% | +51.9% | +50.5% | +43.9% |
| 5Y | +171.7% | +32.0% | +139.6% | +120.8% |
| All | +743.6% | +171.7% | +571.9% | +246.3% |
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