-0.7%
CLF vs MDLN
+15.3%
-16.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +18.4% | -27.6% | -9.0% |
| 7D | -7.9% | +24.7% | -32.5% | -8.1% |
| 30D | +5.2% | +12.7% | -7.5% | +6.0% |
| 3M | +4.3% | -4.0% | +8.3% | +5.6% |
| 6M | +25.3% | -8.7% | +34.0% | +29.8% |
| YTD | -3.3% | -3.9% | +0.6% | +0.3% |
| All | -0.7% | +15.3% | -16.0% | +2.8% |
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