+46.6%
DOW vs MDLN
+15.3%
+31.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +18.4% | -21.6% | -0.8% |
| 7D | -4.2% | +24.7% | -28.8% | -1.1% |
| 30D | +14.7% | +12.7% | +2.0% | +17.0% |
| 3M | +9.1% | -4.0% | +13.1% | +9.8% |
| 6M | -17.7% | -8.7% | -9.0% | -17.3% |
| YTD | +44.6% | -3.9% | +48.5% | +47.5% |
| All | +46.6% | +15.3% | +31.3% | +49.9% |
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