-15.4%
MDLN vs A
+6.5%
-21.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.7% | -2.5% | -4.7% |
| 7D | -1.2% | -2.1% | +0.9% | -0.8% |
| 30D | -1.5% | +0.6% | -2.1% | -1.7% |
| 3M | +2.6% | +10.9% | -8.3% | +0.3% |
| 6M | -20.9% | +28.2% | -49.0% | -24.2% |
| YTD | -17.4% | +8.6% | -26.0% | -25.0% |
| All | -15.4% | +6.5% | -21.9% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling