+14.6%
MDT vs FN
-20.4%
+35.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.9% | -10.9% | +1.7% |
| 7D | +3.5% | +16.3% | -12.8% | +4.6% |
| 30D | +16.2% | -24.7% | +40.9% | +15.2% |
| 3M | +18.9% | -34.9% | +53.8% | +17.8% |
| 6M | +37.3% | -41.1% | +78.4% | +36.8% |
| YTD | +9.7% | -19.6% | +29.4% | +8.2% |
| All | +14.6% | -20.4% | +35.1% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling