-0.4%
MDT vs FIGR
-3.1%
+2.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.8% |
| 7D | -3.4% | -3.0% | -0.4% | -3.4% |
| 30D | +0.2% | +13.7% | -13.4% | +0.3% |
| 3M | +14.3% | +23.9% | -9.6% | +14.5% |
| 6M | +4.0% | -8.4% | +12.4% | +3.9% |
| YTD | -3.7% | -14.6% | +10.9% | -4.3% |
| 1Y | -0.4% | +12.1% | -12.4% | -0.6% |
| All | -0.4% | -3.1% | +2.8% | -0.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling