+327.8%
MDT vs FN
+2,575.5%
-2,247.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.2% | +14.1% | +1.1% |
| 7D | +8.0% | -16.0% | +23.9% | +9.3% |
| 30D | +20.4% | -40.1% | +60.5% | +25.4% |
| 3M | +22.9% | -43.9% | +66.8% | +28.0% |
| 6M | +37.1% | -55.6% | +92.7% | +44.7% |
| YTD | +11.9% | -35.7% | +47.6% | +12.1% |
| 1Y | +19.8% | -39.8% | +59.6% | +20.4% |
| 3Y | +59.4% | +80.3% | -20.9% | +33.9% |
| 5Y | 0.0% | +143.3% | -143.3% | -21.3% |
| 10Y | +66.2% | +682.3% | -616.0% | +8.3% |
| All | +327.8% | +2,575.5% | -2,247.8% | +135.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling