-3.7%
MDLN vs ALB
-30.2%
+26.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.2% |
| 7D | -0.4% | -5.8% | +5.3% | -0.1% |
| 30D | +9.9% | -4.5% | +14.4% | +9.9% |
| 3M | +10.9% | -28.1% | +39.0% | +11.8% |
| 6M | +2.0% | -53.2% | +55.1% | +5.3% |
| YTD | -6.0% | -33.3% | +27.3% | -6.0% |
| All | -3.7% | -30.2% | +26.5% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling