+17.9%
CLS vs MDLN
-7.5%
+25.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.9% | +2.4% | -1.8% |
| 7D | +5.0% | -11.5% | +16.4% | +6.7% |
| 30D | +4.8% | -7.6% | +12.3% | +5.8% |
| 3M | -10.4% | -11.4% | +1.0% | -9.9% |
| 6M | +20.8% | -24.5% | +45.3% | +30.7% |
| YTD | +10.0% | -22.9% | +32.9% | +18.8% |
| All | +17.9% | -7.5% | +25.4% | +26.2% |
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