+3,689.8%
FN vs MDY
+526.1%
+3,163.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.0% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | -22.0% | -1.5% | -20.5% | -20.2% |
| 3M | -43.0% | +0.8% | -43.8% | -42.7% |
| 6M | -27.7% | +7.4% | -35.2% | -31.7% |
| YTD | -10.5% | +15.2% | -25.7% | -21.5% |
| 1Y | +12.5% | +16.5% | -4.0% | -1.9% |
| 3Y | +153.8% | +46.8% | +107.0% | +79.2% |
| 5Y | +288.0% | +46.0% | +242.0% | +175.4% |
| 10Y | +906.4% | +172.1% | +734.4% | +257.0% |
| All | +3,689.8% | +526.1% | +3,163.7% | +481.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling