+49.5%
FND vs MDY
+141.9%
-92.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -3.7% |
| 7D | +0.4% | +1.0% | -0.7% | -1.0% |
| 30D | -23.6% | -3.1% | -20.4% | -20.0% |
| 3M | +4.3% | +1.8% | +2.5% | +2.5% |
| 6M | -20.3% | +10.8% | -31.1% | -29.9% |
| YTD | -21.3% | +14.4% | -35.7% | -33.6% |
| 1Y | -45.4% | +15.2% | -60.6% | -54.1% |
| 3Y | -48.9% | +51.2% | -100.1% | -69.6% |
| 5Y | -61.0% | +47.2% | -108.3% | -74.7% |
| All | +49.5% | +141.9% | -92.4% | -42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling