-17.0%
MDLN vs ALL
+23.5%
-40.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.8% |
| 7D | -6.2% | -2.2% | -4.0% | -6.0% |
| 30D | +0.7% | -5.6% | +6.3% | +1.1% |
| 3M | -5.4% | +17.2% | -22.7% | -7.8% |
| 6M | -21.6% | +23.2% | -44.8% | -23.8% |
| YTD | -18.9% | +23.6% | -42.5% | -20.9% |
| All | -17.0% | +23.5% | -40.4% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling