+17.9%
MCHP vs MDLN
-7.1%
+25.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.2% | +3.7% |
| 7D | 0.0% | -11.1% | +11.1% | -0.1% |
| 30D | -6.0% | -8.4% | +2.3% | -6.1% |
| 3M | -19.7% | -12.4% | -7.3% | -19.5% |
| 6M | +14.0% | -23.3% | +37.3% | +13.8% |
| YTD | +18.4% | -22.5% | +41.0% | +18.9% |
| All | +17.9% | -7.1% | +25.0% | +18.7% |
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 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