+2.7%
MDT vs FN
+169.4%
-166.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.3% | +9.2% | +1.9% |
| 7D | +1.0% | +0.3% | +0.8% | +1.0% |
| 30D | +9.2% | -16.5% | +25.7% | +9.4% |
| 3M | +14.5% | -42.1% | +56.6% | +15.5% |
| 6M | +37.3% | -52.9% | +90.2% | +39.6% |
| YTD | +9.8% | -28.0% | +37.8% | +8.7% |
| 1Y | +10.5% | -18.5% | +29.0% | +8.6% |
| 3Y | +57.4% | +93.9% | -36.4% | +40.5% |
| All | +2.7% | +169.4% | -166.8% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling