+1.4%
EXC vs MDLN
+4.5%
-3.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +0.3% | +3.7% | -3.4% | +0.2% |
| 30D | -3.7% | -0.2% | -3.5% | -3.7% |
| 3M | -1.3% | +6.2% | -7.5% | -0.8% |
| 6M | -9.7% | -14.7% | +5.0% | -9.8% |
| YTD | +2.9% | -12.9% | +15.8% | +3.0% |
| All | +1.4% | +4.5% | -3.1% | +1.7% |
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