+12.9%
CL vs MDLN
-0.9%
+13.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.8% | +0.2% |
| 7D | -1.4% | -1.2% | -0.2% | -1.2% |
| 30D | -5.2% | -1.5% | -3.7% | -5.1% |
| 3M | +3.3% | +2.6% | +0.7% | +2.8% |
| 6M | -4.4% | -20.9% | +16.5% | -1.9% |
| YTD | +13.9% | -17.4% | +31.3% | +15.3% |
| All | +12.9% | -0.9% | +13.8% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling