+4.7%
MDT vs FGI
+81.8%
-77.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.5% | -6.4% | +1.1% |
| 7D | +3.2% | +0.5% | +2.7% | +3.2% |
| 30D | +9.5% | +65.4% | -55.9% | +9.4% |
| 3M | +16.0% | +23.5% | -7.5% | +15.8% |
| 6M | +0.2% | +60.5% | -60.3% | -0.5% |
| YTD | -0.3% | +30.0% | -30.3% | -0.8% |
| 1Y | +4.7% | +82.1% | -77.3% | +3.6% |
| All | +4.7% | +81.8% | -77.1% | +3.6% |
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