-10.8%
MDLN vs FGI
+18.4%
-29.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.5% | -0.1% |
| 7D | +3.7% | +0.5% | +3.2% | +3.7% |
| 30D | -0.2% | +65.4% | -65.6% | -1.8% |
| 3M | +6.2% | +23.5% | -17.3% | +5.0% |
| 6M | -14.7% | +60.5% | -75.2% | -14.7% |
| YTD | -12.9% | +30.0% | -42.9% | -11.0% |
| All | -10.8% | +18.4% | -29.1% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling