+2,943.1%
FN vs MTB
+294.6%
+2,648.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.9% | +12.6% | +12.1% |
| 7D | 0.0% | -1.3% | +1.3% | +0.5% |
| 30D | -34.3% | +0.5% | -34.8% | -34.6% |
| 3M | -39.9% | -12.4% | -27.5% | -36.4% |
| 6M | -51.8% | +1.5% | -53.3% | -52.5% |
| YTD | -28.1% | +10.3% | -38.4% | -31.9% |
| 1Y | -29.1% | +22.2% | -51.3% | -35.8% |
| 3Y | +102.4% | +96.9% | +5.5% | +48.4% |
| 5Y | +171.7% | +64.3% | +107.4% | +107.3% |
| 10Y | +773.5% | +137.8% | +635.7% | +395.4% |
| All | +2,943.1% | +294.6% | +2,648.5% | +1,057.7% |
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