-15.4%
MDLN vs ACGL
+0.3%
-15.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.4% | -2.8% | -4.4% |
| 7D | -1.2% | -2.9% | +1.7% | -0.2% |
| 30D | -1.5% | -2.8% | +1.3% | -0.7% |
| 3M | +2.6% | +6.8% | -4.2% | +2.5% |
| 6M | -20.9% | -1.5% | -19.3% | -20.6% |
| YTD | -17.4% | -0.2% | -17.2% | -15.3% |
| All | -15.4% | +0.3% | -15.7% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling