+12.3%
FN vs MDY
+15.1%
-2.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.8% | +3.7% |
| 7D | +3.5% | +1.0% | +2.5% | +0.9% |
| 30D | -26.0% | -3.1% | -22.8% | -19.4% |
| 3M | -33.3% | +1.8% | -35.1% | -34.3% |
| 6M | -14.9% | +10.8% | -25.7% | -29.5% |
| YTD | -8.6% | +14.4% | -23.0% | -27.9% |
| 1Y | +12.3% | +15.2% | -2.9% | -12.1% |
| All | +12.3% | +15.1% | -2.8% | -12.1% |
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