-1.6%
MDLN vs ACM
-28.5%
+26.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +2.9% | +15.4% | +17.7% |
| 7D | +24.7% | +9.5% | +15.1% | +22.6% |
| 30D | +12.7% | +14.7% | -2.0% | +9.9% |
| 3M | -4.0% | -9.5% | +5.5% | -1.4% |
| 6M | -8.7% | -18.0% | +9.4% | -3.8% |
| YTD | -3.9% | -27.3% | +23.3% | +6.8% |
| All | -1.6% | -28.5% | +26.9% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling