+47.5%
MDY vs FGI
-70.6%
+118.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.6% |
| 7D | -1.7% | -7.0% | +5.3% | -1.6% |
| 30D | -0.9% | -4.2% | +3.3% | -0.9% |
| 3M | -5.7% | +55.6% | -61.3% | -7.0% |
| 6M | -2.9% | -3.2% | +0.2% | -3.8% |
| YTD | +9.8% | +29.1% | -19.3% | +7.6% |
| 1Y | +13.5% | +51.0% | -37.5% | +10.7% |
| 3Y | +51.9% | +1.5% | +50.4% | +47.5% |
| All | +47.5% | -70.6% | +118.0% | +47.2% |
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