-62.8%
FND vs MTB
+100.2%
-163.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -0.8% | +1.1% | -1.8% | -1.3% |
| 30D | -19.6% | -4.6% | -15.0% | -17.4% |
| 3M | -4.3% | +6.3% | -10.6% | -7.4% |
| 6M | -20.4% | +15.6% | -36.0% | -26.4% |
| YTD | -21.9% | +20.6% | -42.4% | -29.5% |
| 1Y | -45.2% | +22.5% | -67.7% | -51.0% |
| 3Y | -49.2% | +114.4% | -163.7% | -66.2% |
| All | -62.8% | +100.2% | -163.0% | -72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling