-10.8%
MDLN vs ACM
-30.6%
+19.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +3.7% | -3.7% | +7.5% | +4.4% |
| 30D | -0.2% | -11.1% | +10.9% | +2.7% |
| 3M | +6.2% | -8.0% | +14.2% | +8.1% |
| 6M | -14.7% | -29.7% | +15.0% | -7.2% |
| YTD | -12.9% | -29.4% | +16.5% | -2.6% |
| All | -10.8% | -30.6% | +19.8% | -1.6% |
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