-12.5%
MCD vs MDLN
+14.2%
-26.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.7% | +0.1% |
| 7D | -1.6% | +0.6% | -2.1% | -1.7% |
| 30D | +16.0% | +12.0% | +4.0% | +14.2% |
| 3M | 0.0% | +12.6% | -12.7% | -1.8% |
| 6M | +0.9% | +3.7% | -2.8% | -0.5% |
| YTD | -8.7% | -4.8% | -3.9% | -9.5% |
| All | -12.5% | +14.2% | -26.7% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling