+35.4%
FAST vs MDLN
+20.5%
+14.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | +0.9% |
| 7D | +4.3% | +4.5% | -0.2% | +3.9% |
| 30D | +8.3% | +17.9% | -9.6% | +6.8% |
| 3M | +6.5% | +20.3% | -13.8% | +4.7% |
| 6M | +29.5% | +7.4% | +22.1% | +28.3% |
| YTD | +41.3% | +0.4% | +40.9% | +41.7% |
| All | +35.4% | +20.5% | +14.9% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling