+31.0%
HAL vs MDLN
-7.1%
+38.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.6% |
| 7D | -3.3% | -11.1% | +7.8% | -4.3% |
| 30D | +8.2% | -8.4% | +16.5% | +7.5% |
| 3M | -9.4% | -12.4% | +2.9% | -10.1% |
| 6M | +0.6% | -23.3% | +23.9% | -0.9% |
| YTD | +28.6% | -22.5% | +51.1% | +31.3% |
| All | +31.0% | -7.1% | +38.0% | +34.9% |
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