-15.4%
MDLN vs FGI
+20.6%
-36.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.9% | -7.1% | -5.2% |
| 7D | -1.2% | +5.2% | -6.3% | -1.3% |
| 30D | -1.5% | +65.2% | -66.7% | -3.0% |
| 3M | +2.6% | +30.2% | -27.5% | +1.4% |
| 6M | -20.9% | +87.8% | -108.7% | -21.9% |
| YTD | -17.4% | +32.5% | -49.9% | -15.7% |
| All | -15.4% | +20.6% | -36.0% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling