-40.4%
FND vs MTB
+106.3%
-146.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.7% |
| 7D | -6.8% | +1.5% | -8.4% | -7.8% |
| 30D | +8.0% | +2.3% | +5.6% | +6.6% |
| 3M | -18.9% | -12.1% | -6.8% | -11.0% |
| 6M | +4.7% | +9.8% | -5.1% | -1.5% |
| YTD | -21.6% | +12.0% | -33.6% | -27.3% |
| 1Y | -22.0% | +22.0% | -44.1% | -31.7% |
| 3Y | -40.4% | +107.6% | -148.0% | -66.9% |
| All | -40.4% | +106.3% | -146.7% | -66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling