+19.9%
CB vs MDLN
+14.2%
+5.6%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.6% | +0.7% |
| 7D | 0.0% | +0.6% | -0.5% | 0.0% |
| 30D | +7.4% | +12.0% | -4.6% | +6.5% |
| 3M | +8.6% | +12.6% | -4.0% | +7.7% |
| 6M | +16.1% | +3.7% | +12.4% | +15.7% |
| YTD | +20.2% | -4.8% | +25.0% | +20.2% |
| All | +19.9% | +14.2% | +5.6% | +19.9% |
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 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