+2,692.2%
MDGL vs SPY
+315.0%
+2,377.2%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.4% | +5.9% | +6.2% |
| 7D | +0.4% | +0.1% | +0.3% | +0.2% |
| 30D | -8.3% | -3.3% | -4.9% | -5.6% |
| 3M | -15.1% | -2.4% | -12.7% | -13.5% |
| 6M | -15.1% | +2.6% | -17.7% | -17.5% |
| YTD | -25.7% | +11.2% | -36.9% | -33.0% |
| 1Y | -11.5% | +13.4% | -24.9% | -21.5% |
| 3Y | +217.4% | +79.9% | +137.5% | +85.4% |
| 5Y | +370.3% | +72.2% | +298.1% | +189.8% |
| 10Y | +2,692.2% | +307.3% | +2,384.9% | +696.2% |
| All | +2,692.2% | +315.0% | +2,377.2% | +696.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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