+7.6%
MAR vs MDLN
-2.7%
+10.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.7% | +0.9% |
| 7D | -0.5% | -6.2% | +5.7% | -0.3% |
| 30D | -4.7% | +0.7% | -5.4% | -4.6% |
| 3M | -15.6% | -5.4% | -10.2% | -16.1% |
| 6M | +1.2% | -21.6% | +22.8% | +2.2% |
| YTD | +7.5% | -18.9% | +26.4% | +7.9% |
| All | +7.6% | -2.7% | +10.3% | +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 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