-80.9%
FIG vs MDY
+18.6%
-99.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.8% |
| 7D | -14.5% | -0.8% | -13.7% | -14.1% |
| 30D | -13.3% | -3.9% | -9.4% | -11.9% |
| 3M | +7.4% | 0.0% | +7.5% | +6.4% |
| 6M | -27.8% | +8.5% | -36.3% | -34.3% |
| YTD | -41.1% | +13.2% | -54.3% | -49.4% |
| 1Y | -58.7% | +15.0% | -73.7% | -65.2% |
| All | -80.9% | +18.6% | -99.6% | -83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling