-83.6%
FIG vs MDY
+17.9%
-101.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.6% |
| 7D | +2.6% | +3.0% | -0.4% | +0.5% |
| 30D | -13.1% | +0.8% | -13.9% | -12.9% |
| 3M | -20.3% | -5.1% | -15.2% | -18.1% |
| 6M | -2.1% | +1.2% | -3.3% | -3.7% |
| YTD | -49.4% | +12.5% | -61.8% | -56.2% |
| 1Y | -57.0% | +13.8% | -70.8% | -63.3% |
| All | -83.6% | +17.9% | -101.5% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling