+2.8%
MDLN vs ACGL
+14.4%
-11.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.0% | +3.0% |
| 7D | +4.5% | -1.4% | +5.9% | +5.1% |
| 30D | +17.9% | +12.4% | +5.5% | +13.9% |
| 3M | +20.3% | +11.1% | +9.2% | +16.7% |
| 6M | +7.4% | +16.3% | -8.9% | +3.6% |
| YTD | +0.4% | +13.8% | -13.4% | -1.0% |
| All | +2.8% | +14.4% | -11.6% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling