+2.8%
MDLN vs ALK
-22.0%
+24.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.3% |
| 7D | +4.5% | +2.6% | +1.9% | +3.8% |
| 30D | +17.9% | +7.8% | +10.1% | +15.7% |
| 3M | +20.3% | -15.2% | +35.5% | +22.5% |
| 6M | +7.4% | +5.0% | +2.4% | +8.1% |
| YTD | +0.4% | -18.4% | +18.8% | +4.1% |
| All | +2.8% | -22.0% | +24.8% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling