-17.0%
MDLN vs FGI
+23.5%
-40.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -1.9% |
| 7D | -6.2% | +14.7% | -20.9% | -6.3% |
| 30D | +0.7% | +67.0% | -66.2% | -0.8% |
| 3M | -5.4% | +31.0% | -36.5% | -6.6% |
| 6M | -21.6% | +126.8% | -148.4% | -23.7% |
| YTD | -18.9% | +35.6% | -54.5% | -17.3% |
| All | -17.0% | +23.5% | -40.4% | -15.8% |
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