+56.6%
KLAC vs MDLN
-2.7%
+59.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -3.3% |
| 7D | +6.2% | -6.2% | +12.4% | +5.7% |
| 30D | -5.0% | +0.7% | -5.7% | -4.9% |
| 3M | -14.4% | -5.4% | -9.0% | -14.8% |
| 6M | +28.3% | -21.6% | +49.9% | +25.7% |
| YTD | +51.1% | -18.9% | +70.0% | +53.4% |
| All | +56.6% | -2.7% | +59.4% | +60.5% |
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