-17.0%
MDLN vs ALC
-13.0%
-3.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.3% |
| 7D | -6.2% | -5.3% | -0.9% | -3.6% |
| 30D | +0.7% | -7.1% | +7.8% | +4.4% |
| 3M | -5.4% | +0.8% | -6.2% | -5.7% |
| 6M | -21.6% | -16.0% | -5.6% | -19.2% |
| YTD | -18.9% | -12.7% | -6.2% | -15.3% |
| All | -17.0% | -13.0% | -3.9% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling