-80.9%
FIG vs MDT
+3.8%
-84.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.7% | -3.2% |
| 7D | -14.5% | -0.3% | -14.1% | -14.4% |
| 30D | -13.3% | +2.8% | -16.1% | -13.8% |
| 3M | +7.4% | +13.1% | -5.7% | +4.9% |
| 6M | -27.8% | +2.3% | -30.1% | -28.0% |
| YTD | -41.1% | -2.7% | -38.4% | -42.3% |
| 1Y | -58.7% | +0.9% | -59.6% | -60.8% |
| All | -80.9% | +3.8% | -84.7% | -82.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling