+315.4%
MDT vs FN
+2,887.5%
-2,572.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +11.7% | -14.6% | -3.9% |
| 7D | +5.4% | 0.0% | +5.5% | +5.1% |
| 30D | +19.1% | -34.3% | +53.4% | +22.9% |
| 3M | +19.5% | -39.9% | +59.3% | +23.6% |
| 6M | +33.5% | -51.8% | +85.3% | +39.8% |
| YTD | +8.7% | -28.1% | +36.8% | +7.7% |
| 1Y | +16.8% | -29.1% | +45.9% | +15.4% |
| 3Y | +53.0% | +102.4% | -49.5% | +27.1% |
| 5Y | -2.9% | +171.7% | -174.5% | -24.4% |
| 10Y | +61.4% | +773.5% | -712.1% | +4.0% |
| All | +315.4% | +2,887.5% | -2,572.1% | +126.0% |
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 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