-11.7%
IONQ vs MDLN
-0.9%
-10.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.2% | +7.6% | +3.6% |
| 7D | +7.1% | -1.2% | +8.3% | +7.3% |
| 30D | -8.9% | -1.5% | -7.4% | -8.8% |
| 3M | -35.6% | +2.6% | -38.2% | -36.9% |
| 6M | +13.3% | -20.9% | +34.1% | +21.5% |
| YTD | -9.8% | -17.4% | +7.6% | -5.1% |
| All | -11.7% | -0.9% | -10.8% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling