+55.5%
MDT vs FN
+121.0%
-65.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.9% | -5.9% | +0.2% |
| 7D | -3.2% | +8.0% | -11.2% | -2.9% |
| 30D | +10.5% | -19.1% | +29.7% | +10.4% |
| 3M | +13.0% | -29.8% | +42.8% | +12.8% |
| 6M | +38.7% | -43.2% | +81.9% | +38.9% |
| YTD | +8.5% | -18.9% | +27.4% | +8.0% |
| 1Y | +10.0% | -17.9% | +27.9% | +9.4% |
| All | +55.5% | +121.0% | -65.4% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling