+62.5%
DRAM vs MDLN
-8.0%
+70.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +18.4% | -23.7% | -2.1% |
| 7D | -16.6% | +24.7% | -41.3% | -13.1% |
| 30D | -26.9% | +12.7% | -39.6% | -24.6% |
| 3M | -17.8% | -4.0% | -13.8% | -18.5% |
| 6M | +6.2% | -8.7% | +14.9% | +9.0% |
| All | +62.5% | -8.0% | +70.5% | +66.7% |
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 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