+2,625.3%
FN vs MTB
+298.3%
+2,327.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.2% | -12.1% | -13.3% |
| 7D | -16.0% | -1.9% | -14.1% | -15.2% |
| 30D | -40.1% | +0.5% | -40.6% | -40.3% |
| 3M | -43.9% | -12.2% | -31.7% | -40.7% |
| 6M | -55.6% | +3.4% | -59.0% | -56.6% |
| YTD | -35.7% | +11.3% | -47.0% | -39.3% |
| 1Y | -39.8% | +23.3% | -63.1% | -45.7% |
| 3Y | +80.3% | +96.8% | -16.5% | +32.2% |
| 5Y | +143.3% | +65.8% | +77.5% | +85.0% |
| 10Y | +682.3% | +140.0% | +542.3% | +342.1% |
| All | +2,625.3% | +298.3% | +2,327.1% | +933.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling