+54.7%
KLAC vs MDLN
-7.1%
+61.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.5% | +2.0% |
| 7D | -2.7% | -11.1% | +8.4% | -3.4% |
| 30D | -13.2% | -8.4% | -4.8% | -13.6% |
| 3M | -25.0% | -12.4% | -12.6% | -25.6% |
| 6M | +23.6% | -23.3% | +46.9% | +21.2% |
| YTD | +49.2% | -22.5% | +71.8% | +51.1% |
| All | +54.7% | -7.1% | +61.8% | +58.1% |
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