-79.1%
FIG vs MDT
+6.3%
-85.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.2% |
| YTD | -35.5% | -0.3% | -35.2% | -37.0% |
| 1Y | -55.8% | +4.7% | -60.5% | -58.3% |
| All | -79.1% | +6.3% | -85.5% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling