-1.6%
MDLN vs AA
-13.4%
+11.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +2.8% | +15.6% | +18.4% |
| 7D | +24.7% | +0.9% | +23.7% | +24.6% |
| 30D | +12.7% | -6.4% | +19.2% | +12.4% |
| 3M | -4.0% | -13.0% | +8.9% | -4.2% |
| 6M | -8.7% | -34.6% | +25.9% | -10.5% |
| YTD | -3.9% | -23.0% | +19.1% | -3.2% |
| All | -1.6% | -13.4% | +11.8% | +1.4% |
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