+53.6%
MDY vs FGI
-69.8%
+123.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.5% | -0.7% |
| 7D | +1.0% | +5.2% | -4.1% | +1.0% |
| 30D | -3.1% | +65.2% | -68.3% | -4.5% |
| 3M | +1.8% | +30.2% | -28.3% | +0.7% |
| 6M | +10.8% | +87.8% | -77.0% | +8.1% |
| YTD | +14.4% | +32.5% | -18.0% | +12.2% |
| 1Y | +15.2% | +93.6% | -78.4% | +11.2% |
| 3Y | +51.2% | -2.6% | +53.8% | +47.3% |
| All | +53.6% | -69.8% | +123.4% | +53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling