-18.5%
FN vs MTB
+21.0%
-39.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.6% | -7.9% | -7.5% |
| 7D | +0.3% | +1.5% | -1.3% | 0.0% |
| 30D | -16.5% | +2.3% | -18.9% | -17.0% |
| 3M | -42.1% | -12.1% | -30.0% | -40.1% |
| 6M | -52.9% | +9.8% | -62.7% | -54.8% |
| YTD | -28.0% | +12.0% | -40.0% | -31.6% |
| 1Y | -18.5% | +22.0% | -40.5% | -25.5% |
| All | -18.5% | +21.0% | -39.5% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling