+49.0%
FND vs MTB
+83.5%
-34.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.5% |
| 7D | -6.8% | +1.5% | -8.4% | -7.5% |
| 30D | +8.0% | +2.3% | +5.6% | +7.1% |
| 3M | -18.9% | -12.1% | -6.8% | -13.4% |
| 6M | +4.7% | +9.8% | -5.1% | +0.4% |
| YTD | -21.6% | +12.0% | -33.6% | -25.5% |
| 1Y | -22.0% | +22.0% | -44.1% | -28.8% |
| 3Y | -40.4% | +107.6% | -148.0% | -57.7% |
| 5Y | -63.8% | +61.9% | -125.6% | -71.7% |
| All | +49.0% | +83.5% | -34.5% | +6.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling