-40.7%
FIG vs MDLN
-7.5%
-33.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +0.9% |
| 7D | -12.2% | -11.5% | -0.7% | -11.5% |
| 30D | -11.0% | -7.6% | -3.4% | -10.4% |
| 3M | +11.9% | -11.4% | +23.2% | +14.3% |
| 6M | -21.9% | -24.5% | +2.6% | -19.7% |
| YTD | -40.8% | -22.9% | -17.9% | -42.0% |
| All | -40.7% | -7.5% | -33.3% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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