+38.7%
BP vs MDLN
-7.1%
+45.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | +0.1% |
| 7D | +5.2% | -11.1% | +16.3% | +4.4% |
| 30D | +8.7% | -8.4% | +17.1% | +8.2% |
| 3M | +9.3% | -12.4% | +21.7% | +8.8% |
| 6M | +13.6% | -23.3% | +36.8% | +13.7% |
| YTD | +37.7% | -22.5% | +60.2% | +38.6% |
| All | +38.7% | -7.1% | +45.8% | +39.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling