+25.6%
CLS vs MDLN
-7.1%
+32.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.4% | +6.1% | +6.5% |
| 7D | +10.9% | -11.1% | +22.0% | +12.7% |
| 30D | +2.1% | -8.4% | +10.5% | +3.2% |
| 3M | -10.2% | -12.4% | +2.2% | -9.4% |
| 6M | +30.4% | -23.3% | +53.6% | +40.5% |
| YTD | +17.2% | -22.5% | +39.8% | +26.5% |
| All | +25.6% | -7.1% | +32.7% | +34.4% |
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