+906.2%
FN vs MTB
+171.4%
+734.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.2% |
| 7D | -1.7% | +1.7% | -3.4% | -2.4% |
| 30D | -22.0% | -4.2% | -17.8% | -20.6% |
| 3M | -43.0% | +8.9% | -51.9% | -45.0% |
| 6M | -27.7% | +10.9% | -38.6% | -30.8% |
| YTD | -10.5% | +21.5% | -32.0% | -17.6% |
| 1Y | +12.5% | +21.9% | -9.4% | +3.3% |
| 3Y | +153.8% | +109.2% | +44.6% | +90.2% |
| 5Y | +288.0% | +102.0% | +186.0% | +187.3% |
| All | +906.2% | +171.4% | +734.8% | +553.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling