+372.9%
MDGL vs SPY
+72.1%
+300.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | +6.9% | +2.6% | +4.4% | +5.0% |
| 30D | -7.1% | -2.0% | -5.1% | -5.8% |
| 3M | -15.8% | -2.8% | -13.0% | -14.1% |
| 6M | -17.6% | +2.1% | -19.8% | -19.3% |
| YTD | -26.6% | +11.5% | -38.1% | -33.0% |
| 1Y | -17.0% | +13.5% | -30.5% | -25.3% |
| 3Y | +192.7% | +77.7% | +115.0% | +86.3% |
| All | +372.9% | +72.1% | +300.8% | +237.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling