-27.3%
DKNG vs MDLN
-7.1%
-20.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.2% |
| 7D | +3.0% | -11.1% | +14.1% | +5.8% |
| 30D | -3.0% | -8.4% | +5.3% | -1.2% |
| 3M | -17.6% | -12.4% | -5.2% | -14.6% |
| 6M | -3.2% | -23.3% | +20.0% | -1.6% |
| YTD | -28.2% | -22.5% | -5.7% | -26.2% |
| All | -27.3% | -7.1% | -20.3% | -24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling