-17.9%
FN vs MDY
+15.7%
-33.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.8% | +5.1% | +3.7% |
| 7D | +8.0% | +0.2% | +7.8% | +8.9% |
| 30D | -19.1% | +2.1% | -21.3% | -22.3% |
| 3M | -29.8% | -3.6% | -26.2% | -20.6% |
| 6M | -43.2% | +1.7% | -44.9% | -42.6% |
| YTD | -18.9% | +13.8% | -32.8% | -38.6% |
| 1Y | -17.9% | +15.5% | -33.4% | -38.5% |
| All | -17.9% | +15.7% | -33.6% | -38.5% |
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 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