-36.6%
ALNY vs MDLN
-7.1%
-29.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.4% |
| 7D | -6.5% | -11.1% | +4.5% | -4.0% |
| 30D | +11.0% | -8.4% | +19.4% | +13.2% |
| 3M | -14.1% | -12.4% | -1.7% | -12.0% |
| 6M | -22.4% | -23.3% | +0.9% | -19.9% |
| YTD | -37.5% | -22.5% | -14.9% | -34.6% |
| All | -36.6% | -7.1% | -29.5% | -33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling