-15.4%
MDLN vs AA
+10.2%
-25.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.5% | -8.7% | -5.0% |
| 7D | -1.2% | +1.7% | -2.8% | -1.1% |
| 30D | -1.5% | +3.3% | -4.9% | -1.3% |
| 3M | +2.6% | -29.4% | +32.0% | +1.8% |
| 6M | -20.9% | -12.8% | -8.0% | -21.7% |
| YTD | -17.4% | -2.1% | -15.3% | -16.1% |
| All | -15.4% | +10.2% | -25.6% | -12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling