-39.9%
FN vs MDY
-6.1%
-33.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.6% | +11.0% | +9.6% |
| 7D | 0.0% | -1.7% | +1.6% | +6.4% |
| 30D | -34.3% | -0.9% | -33.4% | -31.0% |
| 3M | -39.9% | -5.7% | -34.1% | -22.6% |
| All | -39.9% | -6.1% | -33.8% | -22.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling