+4.3%
CI vs MDLN
-7.1%
+11.3%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -0.1% | -11.1% | +11.0% | +0.4% |
| 30D | +1.8% | -8.4% | +10.1% | +2.1% |
| 3M | -4.2% | -12.4% | +8.1% | -3.7% |
| 6M | +8.8% | -23.3% | +32.1% | +8.8% |
| YTD | +3.7% | -22.5% | +26.3% | +4.7% |
| All | +4.3% | -7.1% | +11.3% | +5.7% |
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