+15.1%
MDT vs FGI
-74.8%
+89.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -25.2% | +27.0% | +2.0% |
| 7D | +1.0% | -14.4% | +15.4% | +1.1% |
| 30D | +9.2% | -11.8% | +20.9% | +9.2% |
| 3M | +14.5% | -46.2% | +60.7% | +14.7% |
| 6M | +37.3% | +5.2% | +32.1% | +36.6% |
| YTD | +9.8% | +10.5% | -0.7% | +8.6% |
| 1Y | +10.5% | +25.5% | -15.0% | +8.9% |
| 3Y | +57.4% | -16.0% | +73.4% | +54.2% |
| All | +15.1% | -74.8% | +89.9% | +13.4% |
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 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