-21.6%
MDLN vs AA
-11.8%
-9.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.1% | -1.9% |
| 7D | -6.2% | -0.6% | -5.6% | -6.2% |
| 30D | +0.7% | -1.6% | +2.3% | +0.7% |
| 3M | -5.4% | -29.8% | +24.4% | -5.7% |
| 6M | -21.6% | -16.6% | -4.9% | -23.4% |
| All | -21.6% | -11.8% | -9.7% | -23.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling