-1.6%
MDLN vs ALB
-29.2%
+27.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +5.3% | +13.1% | +18.0% |
| 7D | +24.7% | -2.1% | +26.7% | +24.5% |
| 30D | +12.7% | -9.0% | +21.7% | +12.8% |
| 3M | -4.0% | -21.1% | +17.1% | -3.5% |
| 6M | -8.7% | -49.9% | +41.2% | -6.0% |
| YTD | -3.9% | -32.3% | +28.4% | -4.0% |
| All | -1.6% | -29.2% | +27.6% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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