-21.0%
MDLN vs AG
+19.6%
-40.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.9% | 0.0% | -4.7% |
| 7D | -11.5% | -5.8% | -5.7% | -11.3% |
| 30D | -7.6% | +6.4% | -13.9% | -7.7% |
| 3M | -11.4% | +28.4% | -39.7% | -12.1% |
| 6M | -24.5% | -24.5% | 0.0% | -22.3% |
| YTD | -22.9% | +21.2% | -44.1% | -29.2% |
| All | -21.0% | +19.6% | -40.6% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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