+61.3%
MDT vs FN
+850.1%
-788.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.9% | -5.9% | -0.4% |
| 7D | -3.2% | +8.0% | -11.2% | -3.9% |
| 30D | +10.5% | -19.1% | +29.7% | +11.8% |
| 3M | +13.0% | -29.8% | +42.8% | +15.0% |
| 6M | +38.7% | -43.2% | +81.9% | +42.6% |
| YTD | +8.5% | -18.9% | +27.4% | +6.2% |
| 1Y | +10.0% | -17.9% | +27.9% | +7.2% |
| 3Y | +58.6% | +120.1% | -61.5% | +29.4% |
| 5Y | -0.3% | +206.7% | -207.0% | -25.4% |
| 10Y | +61.3% | +804.7% | -743.4% | -1.6% |
| All | +61.3% | +850.1% | -788.8% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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