+46.2%
FND vs MTB
+98.4%
-52.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.7% |
| 7D | -5.1% | -0.4% | -4.6% | -4.9% |
| 30D | -22.5% | -4.6% | -17.9% | -20.7% |
| 3M | -5.0% | +7.4% | -12.4% | -8.1% |
| 6M | -21.5% | +18.7% | -40.2% | -27.6% |
| YTD | -23.0% | +21.1% | -44.1% | -29.8% |
| 1Y | -44.9% | +24.1% | -69.0% | -50.3% |
| 3Y | -50.0% | +115.3% | -165.3% | -65.3% |
| 5Y | -63.3% | +106.0% | -169.4% | -74.5% |
| All | +46.2% | +98.4% | -52.1% | +0.3% |
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