-39.1%
FIG vs MDLN
-0.9%
-38.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -5.2% | -0.5% | -5.3% |
| 7D | -16.4% | -1.2% | -15.2% | -16.2% |
| 30D | -2.3% | -1.5% | -0.8% | -2.1% |
| 3M | +7.8% | +2.6% | +5.2% | +9.8% |
| 6M | -21.8% | -20.9% | -1.0% | -20.1% |
| YTD | -39.1% | -17.4% | -21.7% | -40.6% |
| All | -39.1% | -0.9% | -38.2% | -40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling