-17.0%
MDLN vs ALB
-6.4%
-10.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -1.8% |
| 7D | -6.2% | -8.6% | +2.4% | -6.0% |
| 30D | +0.7% | -4.0% | +4.7% | +0.8% |
| 3M | -5.4% | -17.4% | +11.9% | -4.7% |
| 6M | -21.6% | -25.4% | +3.8% | -20.7% |
| YTD | -18.9% | -10.5% | -8.4% | -19.4% |
| All | -17.0% | -6.4% | -10.5% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling