-15.4%
MDLN vs ALK
-22.5%
+7.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.1% | -2.1% | -4.7% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -1.5% | -18.5% | +16.9% | +1.6% |
| 3M | +2.6% | -3.6% | +6.2% | +4.3% |
| 6M | -20.9% | -3.7% | -17.2% | -20.0% |
| YTD | -17.4% | -19.0% | +1.6% | -13.7% |
| All | -15.4% | -22.5% | +7.1% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling