+25.9%
CL vs MDLN
+20.5%
+5.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.1% | -0.5% |
| 7D | -0.8% | +4.5% | -5.3% | -1.3% |
| 30D | +9.5% | +17.9% | -8.4% | +6.9% |
| 3M | +6.8% | +20.3% | -13.5% | +3.9% |
| 6M | +14.3% | +7.4% | +6.9% | +12.8% |
| YTD | +27.0% | +0.4% | +26.6% | +25.0% |
| All | +25.9% | +20.5% | +5.4% | +23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling