-55.8%
FIG vs MDT
+5.4%
-61.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -4.5% |
| 7D | -16.3% | +3.2% | -19.5% | -16.7% |
| 30D | -14.3% | +9.5% | -23.8% | -15.8% |
| 3M | +7.2% | +16.0% | -8.8% | +4.2% |
| 6M | -18.6% | +0.2% | -18.8% | -19.3% |
| YTD | -35.5% | -0.3% | -35.2% | -37.4% |
| 1Y | -55.8% | +4.7% | -60.5% | -59.9% |
| All | -55.8% | +5.4% | -61.2% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 1y: compounded portfolio wealth divided by compounded MDT 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…
1y analysis · Full analysis span regression · 6 months rolling