-18.2%
MCD vs MDLN
+4.5%
-22.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.8% | +3.7% | -6.5% | -3.0% |
| 30D | -6.0% | -0.2% | -5.8% | -6.0% |
| 3M | -5.6% | +6.2% | -11.8% | -5.9% |
| 6M | -21.9% | -14.7% | -7.2% | -21.2% |
| YTD | -14.7% | -12.9% | -1.8% | -14.1% |
| All | -18.2% | +4.5% | -22.7% | -17.7% |
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