+56.7%
FND vs MTB
+99.0%
-42.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -5.2% | +1.7% | -7.0% | -6.0% |
| 30D | -19.9% | -4.2% | -15.7% | -18.1% |
| 3M | +2.7% | +8.9% | -6.1% | -1.3% |
| 6M | -21.7% | +10.9% | -32.5% | -25.3% |
| YTD | -17.5% | +21.5% | -39.0% | -24.8% |
| 1Y | -39.3% | +21.9% | -61.2% | -44.8% |
| 3Y | -49.8% | +109.2% | -159.0% | -64.8% |
| 5Y | -60.1% | +102.0% | -162.0% | -72.0% |
| All | +56.7% | +99.0% | -42.3% | +7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling