+25.6%
MDGL vs SPY
+627.0%
-601.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.4% |
| 7D | -7.1% | -2.7% | -4.4% | -4.8% |
| 30D | -18.1% | -5.4% | -12.7% | -13.6% |
| 3M | -21.7% | -4.1% | -17.6% | -18.7% |
| 6M | -26.0% | +0.7% | -26.7% | -27.2% |
| YTD | -31.4% | +8.7% | -40.0% | -37.8% |
| 1Y | -18.2% | +10.9% | -29.1% | -27.3% |
| 3Y | +171.2% | +75.0% | +96.2% | +49.9% |
| 5Y | +329.5% | +67.8% | +261.7% | +148.2% |
| 10Y | +2,479.9% | +312.9% | +2,167.1% | +454.7% |
| All | +25.6% | +627.0% | -601.4% | -81.3% |
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