-2.9%
MDT vs FN
+170.4%
-173.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +11.7% | -14.6% | -3.0% |
| 7D | +5.4% | 0.0% | +5.5% | +5.4% |
| 30D | +19.1% | -34.3% | +53.4% | +19.8% |
| 3M | +19.5% | -39.9% | +59.3% | +20.4% |
| 6M | +33.5% | -51.8% | +85.3% | +35.4% |
| YTD | +8.7% | -28.1% | +36.8% | +7.6% |
| 1Y | +16.8% | -29.1% | +45.9% | +15.5% |
| 3Y | +53.0% | +102.4% | -49.5% | +35.8% |
| All | -2.9% | +170.4% | -173.3% | -20.5% |
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 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