-6.4%
B vs MDLN
+15.3%
-21.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +18.4% | -10.1% | +7.0% |
| 7D | +1.1% | +24.7% | -23.5% | -0.1% |
| 30D | +0.3% | +12.7% | -12.4% | -1.0% |
| 3M | +5.4% | -4.0% | +9.4% | +2.7% |
| 6M | +5.5% | -8.7% | +14.2% | +3.3% |
| YTD | -6.3% | -3.9% | -2.4% | -9.0% |
| All | -6.4% | +15.3% | -21.7% | -9.3% |
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 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