+114.3%
ALAB vs MDLN
-2.7%
+117.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.9% | +4.4% |
| 7D | +9.6% | -6.2% | +15.8% | +10.9% |
| 30D | -5.3% | +0.7% | -6.0% | -5.3% |
| 3M | -12.0% | -5.4% | -6.6% | -11.5% |
| 6M | +145.7% | -21.6% | +167.3% | +164.7% |
| YTD | +80.7% | -18.9% | +99.6% | +94.1% |
| All | +114.3% | -2.7% | +117.0% | +128.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling