+20.9%
CLS vs MDLN
-2.7%
+23.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.4% |
| 7D | +20.1% | -6.2% | +26.3% | +21.1% |
| 30D | +6.0% | +0.7% | +5.3% | +5.7% |
| 3M | -10.3% | -5.4% | -4.8% | -10.7% |
| 6M | +24.5% | -21.6% | +46.1% | +34.2% |
| YTD | +12.9% | -18.9% | +31.8% | +21.0% |
| All | +20.9% | -2.7% | +23.7% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling