+81.3%
FN vs MTB
+97.1%
-15.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.2% | -12.1% | -13.1% |
| 7D | -16.0% | -1.9% | -14.1% | -15.1% |
| 30D | -40.1% | +0.5% | -40.6% | -40.3% |
| 3M | -43.9% | -12.2% | -31.7% | -39.9% |
| 6M | -55.6% | +3.4% | -59.0% | -57.0% |
| YTD | -35.7% | +11.3% | -47.0% | -40.8% |
| 1Y | -39.8% | +23.3% | -63.1% | -48.0% |
| All | +81.3% | +97.1% | -15.8% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling