-20.7%
MDLN vs A
+6.6%
-27.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.2% | -0.1% |
| 7D | -11.1% | -2.6% | -8.5% | -10.6% |
| 30D | -8.4% | -0.9% | -7.5% | -8.3% |
| 3M | -12.4% | +13.6% | -26.0% | -14.7% |
| 6M | -23.3% | +27.8% | -51.1% | -26.6% |
| YTD | -22.5% | +8.6% | -31.2% | -29.7% |
| All | -20.7% | +6.6% | -27.3% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling