-17.0%
MDLN vs ACM
-33.3%
+16.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.2% | -1.3% |
| 7D | -6.2% | -3.7% | -2.5% | -5.5% |
| 30D | +0.7% | -12.7% | +13.4% | +3.7% |
| 3M | -5.4% | -9.8% | +4.4% | -3.5% |
| 6M | -21.6% | -31.4% | +9.8% | -14.3% |
| YTD | -18.9% | -32.1% | +13.2% | -8.7% |
| All | -17.0% | -33.3% | +16.3% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling