+30.1%
DOW vs MDLN
-7.1%
+37.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.0% |
| 7D | -1.4% | -11.1% | +9.7% | -2.9% |
| 30D | -3.9% | -8.4% | +4.4% | -4.8% |
| 3M | -12.7% | -12.4% | -0.3% | -13.2% |
| 6M | -13.7% | -23.3% | +9.6% | -15.0% |
| YTD | +28.4% | -22.5% | +50.9% | +26.8% |
| All | +30.1% | -7.1% | +37.2% | +28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling