-17.0%
MDLN vs ACGL
+0.8%
-17.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.3% | -2.0% |
| 7D | -6.2% | -2.1% | -4.1% | -5.5% |
| 30D | +0.7% | -2.2% | +2.9% | +1.4% |
| 3M | -5.4% | +6.3% | -11.8% | -5.6% |
| 6M | -21.6% | +0.5% | -22.1% | -21.2% |
| YTD | -18.9% | +0.2% | -19.1% | -17.0% |
| All | -17.0% | +0.8% | -17.7% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling