+804.7%
FN vs MTB
+119.7%
+684.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.2% | +6.1% | +6.0% |
| 7D | +8.0% | -2.0% | +10.0% | +9.0% |
| 30D | -19.1% | +0.1% | -19.3% | -19.2% |
| 3M | -29.8% | -12.1% | -17.7% | -26.3% |
| 6M | -43.2% | +7.3% | -50.5% | -45.1% |
| YTD | -18.9% | +11.5% | -30.5% | -23.0% |
| 1Y | -17.9% | +21.3% | -39.1% | -24.5% |
| 3Y | +120.1% | +104.1% | +16.0% | +66.9% |
| 5Y | +206.7% | +61.8% | +144.9% | +146.2% |
| 10Y | +804.7% | +115.4% | +689.3% | +616.9% |
| All | +804.7% | +119.7% | +684.9% | +616.9% |
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