-51.7%
FIG vs MDT
+20.2%
-71.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.1% | -0.9% | +4.0% |
| 7D | -4.7% | +10.7% | -15.4% | -6.3% |
| 30D | +0.5% | +19.3% | -18.8% | -1.9% |
| 3M | -18.4% | +22.8% | -41.2% | -20.8% |
| 6M | +10.9% | +36.4% | -25.5% | +9.3% |
| YTD | -40.8% | +12.1% | -52.8% | -45.5% |
| 1Y | -51.7% | +19.9% | -71.6% | -56.2% |
| All | -51.7% | +20.2% | -71.9% | -56.2% |
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