-3.7%
MDLN vs A
+26.4%
-30.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -0.4% | -0.5% | 0.0% | -0.3% |
| 30D | +9.9% | 0.0% | +9.9% | +9.8% |
| 3M | +10.9% | +16.7% | -5.8% | +7.3% |
| 6M | +2.0% | +54.8% | -52.9% | -5.8% |
| YTD | -6.0% | +28.8% | -34.8% | -17.6% |
| All | -3.7% | +26.4% | -30.1% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling