+175.6%
FN vs MDY
+34.6%
+141.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.1% | -7.2% | -7.1% |
| 7D | +0.3% | +2.3% | -2.0% | -2.4% |
| 30D | -16.5% | +2.0% | -18.5% | -17.8% |
| 3M | -42.1% | -5.6% | -36.5% | -36.1% |
| 6M | -52.9% | +1.3% | -54.2% | -52.2% |
| YTD | -28.0% | +12.3% | -40.3% | -35.1% |
| 1Y | -18.5% | +15.8% | -34.3% | -28.9% |
| 3Y | +93.9% | +56.5% | +37.4% | +26.7% |
| All | +175.6% | +34.6% | +141.1% | +103.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling