-21.0%
MDLN vs ALC
-15.4%
-5.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.7% | -2.1% | -3.5% |
| 7D | -11.5% | -7.7% | -3.8% | -7.8% |
| 30D | -7.6% | -11.7% | +4.1% | -1.7% |
| 3M | -11.4% | +0.7% | -12.0% | -11.2% |
| 6M | -24.5% | -17.1% | -7.4% | -20.9% |
| YTD | -22.9% | -15.1% | -7.7% | -18.2% |
| All | -21.0% | -15.4% | -5.6% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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