-21.0%
MDLN vs ALB
-9.2%
-11.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.0% | -1.9% | -4.8% |
| 7D | -11.5% | -7.6% | -3.9% | -11.3% |
| 30D | -7.6% | -5.6% | -2.0% | -7.4% |
| 3M | -11.4% | -16.8% | +5.5% | -10.8% |
| 6M | -24.5% | -26.3% | +1.8% | -23.6% |
| YTD | -22.9% | -13.2% | -9.6% | -23.3% |
| All | -21.0% | -9.2% | -11.8% | -22.0% |
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