-55.8%
FIG vs MDY
+17.9%
-73.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | -16.3% | +0.1% | -16.4% | -16.4% |
| 30D | -14.3% | -1.5% | -12.8% | -13.6% |
| 3M | +7.2% | +0.8% | +6.4% | +5.7% |
| 6M | -18.6% | +7.4% | -26.0% | -26.0% |
| YTD | -35.5% | +15.2% | -50.7% | -49.5% |
| 1Y | -55.8% | +16.5% | -72.3% | -65.0% |
| All | -55.8% | +17.9% | -73.7% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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