-13.1%
CRM vs MDLN
+13.6%
-26.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.9% |
| 7D | -3.7% | +24.2% | -27.9% | -6.6% |
| 30D | -1.1% | +11.8% | -13.0% | -2.8% |
| 3M | +15.5% | +8.4% | +7.0% | +14.0% |
| 6M | +19.5% | -12.3% | +31.7% | +22.3% |
| YTD | -15.5% | -5.3% | -10.1% | -14.9% |
| All | -13.1% | +13.6% | -26.7% | -12.8% |
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