-20.7%
MDLN vs FIGR
-10.5%
-10.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.1% | +0.4% |
| 7D | -11.1% | -3.0% | -8.1% | -11.1% |
| 30D | -8.4% | +13.7% | -22.0% | -8.1% |
| 3M | -12.4% | +23.9% | -36.3% | -11.8% |
| 6M | -23.3% | -8.4% | -14.8% | -23.7% |
| YTD | -22.5% | -14.6% | -7.9% | -20.7% |
| All | -20.7% | -10.5% | -10.1% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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