+119.1%
FN vs MTB
+103.9%
+15.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.3% | +9.6% | +10.6% |
| 7D | +16.3% | -0.8% | +17.0% | +16.9% |
| 30D | -24.7% | +2.4% | -27.2% | -25.8% |
| 3M | -34.9% | -10.5% | -24.4% | -30.9% |
| 6M | -41.1% | +6.4% | -47.5% | -43.8% |
| YTD | -19.6% | +12.8% | -32.4% | -26.5% |
| 1Y | -18.5% | +23.3% | -41.8% | -29.4% |
| 3Y | +119.1% | +108.2% | +10.9% | +36.5% |
| All | +119.1% | +103.9% | +15.2% | +36.5% |
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 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