+29.1%
DLR vs MDLN
-2.7%
+31.9%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | -0.2% |
| 7D | +2.9% | -6.2% | +9.1% | +3.0% |
| 30D | -1.2% | +0.7% | -1.9% | -1.1% |
| 3M | +2.9% | -5.4% | +8.4% | +3.1% |
| 6M | +6.7% | -21.6% | +28.2% | +7.1% |
| YTD | +23.9% | -18.9% | +42.8% | +24.3% |
| All | +29.1% | -2.7% | +31.9% | +29.7% |
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