-15.4%
MDLN vs AG
+23.2%
-38.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.0% | -4.1% | -5.2% |
| 7D | -1.2% | +4.5% | -5.7% | -1.3% |
| 30D | -1.5% | +12.9% | -14.4% | -1.9% |
| 3M | +2.6% | +20.9% | -18.3% | +1.9% |
| 6M | -20.9% | -19.5% | -1.3% | -19.0% |
| YTD | -17.4% | +24.8% | -42.2% | -24.2% |
| All | -15.4% | +23.2% | -38.6% | -22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling