+52.8%
MDY vs FGI
-68.3%
+121.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.9% | -5.1% | +0.7% |
| 7D | +0.2% | +6.9% | -6.7% | +0.1% |
| 30D | +2.1% | +3.9% | -1.8% | +2.1% |
| 3M | -3.6% | +74.3% | -77.9% | -5.1% |
| 6M | +1.7% | +28.9% | -27.3% | +0.4% |
| YTD | +13.8% | +39.1% | -25.3% | +11.4% |
| 1Y | +15.5% | +49.3% | -33.8% | +12.7% |
| 3Y | +58.3% | +5.7% | +52.6% | +53.9% |
| All | +52.8% | -68.3% | +121.1% | +52.4% |
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