-0.2%
MDLN vs ALK
-21.0%
+20.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +20.0% | +12.9% | +7.1% | +16.9% |
| 30D | +12.8% | +5.5% | +7.3% | +11.0% |
| 3M | +21.0% | -12.1% | +33.1% | +22.5% |
| 6M | +3.5% | +1.7% | +1.8% | +4.3% |
| YTD | -2.6% | -17.4% | +14.8% | +0.7% |
| All | -0.2% | -21.0% | +20.8% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling