+41.8%
DE vs MDLN
-7.1%
+48.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.3% |
| 7D | -2.6% | -11.1% | +8.5% | -2.1% |
| 30D | +9.0% | -8.4% | +17.4% | +9.4% |
| 3M | +19.1% | -12.4% | +31.5% | +19.9% |
| 6M | +14.4% | -23.3% | +37.6% | +16.3% |
| YTD | +45.9% | -22.5% | +68.5% | +48.3% |
| All | +41.8% | -7.1% | +48.8% | +43.6% |
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