+4.4%
B vs MDLN
+4.5%
-0.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.6% | +3.7% | -5.3% | -1.5% |
| 30D | +9.4% | -0.2% | +9.6% | +9.2% |
| 3M | +5.0% | +6.2% | -1.2% | +4.4% |
| 6M | -3.5% | -14.7% | +11.1% | -4.2% |
| YTD | +4.5% | -12.9% | +17.3% | +3.1% |
| All | +4.4% | +4.5% | -0.1% | +2.6% |
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