-10.8%
MDLN vs AA
+6.4%
-17.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | -0.1% |
| 7D | +3.7% | -0.7% | +4.4% | +3.7% |
| 30D | -0.2% | +5.0% | -5.2% | +0.1% |
| 3M | +6.2% | -35.8% | +42.0% | +5.1% |
| 6M | -14.7% | -18.4% | +3.7% | -15.9% |
| YTD | -12.9% | -5.5% | -7.4% | -11.7% |
| All | -10.8% | +6.4% | -17.2% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling