+26.8%
CL vs MDLN
+15.3%
+11.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +18.4% | -15.1% | +0.9% |
| 7D | +7.7% | +24.7% | -16.9% | +4.6% |
| 30D | +15.2% | +12.7% | +2.5% | +13.2% |
| 3M | +7.3% | -4.0% | +11.4% | +7.2% |
| 6M | +17.0% | -8.7% | +25.7% | +18.0% |
| YTD | +28.0% | -3.9% | +31.9% | +26.7% |
| All | +26.8% | +15.3% | +11.6% | +24.7% |
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