-10.8%
MDLN vs AGI
-2.4%
-8.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | 0.0% |
| 7D | +3.7% | +0.6% | +3.1% | +3.7% |
| 30D | -0.2% | +18.2% | -18.4% | -0.2% |
| 3M | +6.2% | -4.1% | +10.3% | +7.4% |
| 6M | -14.7% | -28.7% | +14.0% | -11.6% |
| YTD | -12.9% | -4.0% | -8.9% | -14.7% |
| All | -10.8% | -2.4% | -8.4% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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