+70.1%
MDGL vs SPY
+659.7%
-589.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | +1.4% | +0.1% | +1.3% | +1.2% |
| 30D | +5.2% | +0.1% | +5.2% | +5.1% |
| 3M | +9.8% | +2.0% | +7.8% | +7.2% |
| 6M | +24.4% | +13.0% | +11.4% | +9.0% |
| YTD | -7.1% | +13.5% | -20.6% | -19.1% |
| 1Y | +25.5% | +20.0% | +5.5% | +3.1% |
| 3Y | +192.3% | +77.2% | +115.1% | +60.2% |
| 5Y | +570.0% | +81.9% | +488.1% | +258.0% |
| 10Y | +4,458.4% | +314.1% | +4,144.3% | +884.2% |
| All | +70.1% | +659.7% | -589.6% | -75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling