-6.4%
IR vs MDLN
-7.5%
+1.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | -0.1% |
| 7D | -3.1% | -11.5% | +8.4% | -1.6% |
| 30D | -14.0% | -7.6% | -6.4% | -13.2% |
| 3M | +3.7% | -11.4% | +15.1% | +5.1% |
| 6M | -15.4% | -24.5% | +9.1% | -12.6% |
| YTD | -7.7% | -22.9% | +15.2% | -3.1% |
| All | -6.4% | -7.5% | +1.1% | -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