+47.7%
FND vs MDY
+139.0%
-91.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | -0.1% |
| 7D | -5.8% | -1.9% | -3.9% | -3.2% |
| 30D | -20.2% | -4.6% | -15.6% | -14.7% |
| 3M | -12.0% | -1.2% | -10.7% | -10.0% |
| 6M | -18.5% | +9.2% | -27.7% | -26.9% |
| YTD | -22.3% | +13.1% | -35.3% | -33.3% |
| 1Y | -47.6% | +13.0% | -60.6% | -54.9% |
| 3Y | -49.8% | +49.2% | -99.0% | -69.5% |
| 5Y | -63.0% | +47.2% | -110.2% | -75.9% |
| All | +47.7% | +139.0% | -91.3% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling