-21.0%
MDLN vs ALL
+22.6%
-43.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.8% |
| 7D | -11.5% | -4.3% | -7.2% | -11.2% |
| 30D | -7.6% | -3.6% | -4.0% | -7.3% |
| 3M | -11.4% | +13.2% | -24.6% | -13.3% |
| 6M | -24.5% | +22.5% | -47.0% | -26.6% |
| YTD | -22.9% | +22.7% | -45.6% | -24.7% |
| All | -21.0% | +22.6% | -43.6% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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