-18.2%
MDT vs FN
+289.0%
-307.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +1.1% |
| 7D | +3.2% | -1.7% | +4.9% | +3.3% |
| 30D | +9.5% | -22.0% | +31.5% | +10.1% |
| 3M | +16.0% | -43.0% | +59.0% | +18.0% |
| 6M | +0.2% | -27.7% | +28.0% | +0.3% |
| YTD | -0.3% | -10.5% | +10.2% | -1.4% |
| 1Y | +4.7% | +12.5% | -7.8% | +1.9% |
| 3Y | +26.5% | +153.8% | -127.3% | +12.0% |
| All | -18.2% | +289.0% | -307.2% | -33.4% |
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