+2.1%
BA vs MDLN
-0.9%
+3.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | 0.0% |
| 7D | +2.5% | -1.2% | +3.7% | +2.6% |
| 30D | -10.1% | -1.5% | -8.6% | -10.0% |
| 3M | -2.4% | +2.6% | -5.0% | -2.9% |
| 6M | -8.8% | -20.9% | +12.0% | -6.6% |
| YTD | -2.9% | -17.4% | +14.5% | +0.4% |
| All | +2.1% | -0.9% | +3.0% | +5.9% |
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 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