+3.3%
CI vs MDLN
-2.7%
+6.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.7% | +0.9% |
| 7D | -1.1% | -6.2% | +5.1% | -0.8% |
| 30D | +0.5% | +0.7% | -0.2% | +0.5% |
| 3M | -5.2% | -5.4% | +0.3% | -4.9% |
| 6M | +4.3% | -21.6% | +25.9% | +4.0% |
| YTD | +2.8% | -18.9% | +21.7% | +3.5% |
| All | +3.3% | -2.7% | +6.0% | +4.6% |
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