-15.3%
AAL vs MDLN
+4.5%
-19.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -3.7% | +3.7% | -7.5% | -4.5% |
| 30D | -20.8% | -0.2% | -20.6% | -20.9% |
| 3M | -1.3% | +6.2% | -7.5% | -1.6% |
| 6M | +5.4% | -14.7% | +20.0% | +6.1% |
| YTD | -14.4% | -12.9% | -1.5% | -11.2% |
| All | -15.3% | +4.5% | -19.9% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 1y: compounded portfolio wealth divided by compounded MDLN 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…
1y analysis · Full analysis span regression · 6 months rolling