-3.7%
MDLN vs ALL
+30.3%
-34.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.3% |
| 7D | -0.4% | +5.0% | -5.5% | -0.9% |
| 30D | +9.9% | +13.3% | -3.5% | +9.6% |
| 3M | +10.9% | +3.2% | +7.8% | +11.3% |
| 6M | +2.0% | +25.3% | -23.4% | -0.3% |
| YTD | -6.0% | +30.5% | -36.5% | -8.2% |
| All | -3.7% | +30.3% | -34.1% | -6.0% |
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