-27.7%
FN vs MDY
+6.9%
-34.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +2.8% |
| 7D | -1.7% | +0.1% | -1.8% | -2.1% |
| 30D | -22.0% | -1.5% | -20.5% | -17.4% |
| 3M | -43.0% | +0.8% | -43.8% | -41.9% |
| 6M | -27.7% | +7.4% | -35.2% | -36.7% |
| All | -27.7% | +6.9% | -34.7% | -36.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling