-1.6%
MDLN vs ALLE
+22.9%
-24.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +1.8% | +16.6% | +17.9% |
| 7D | +24.7% | +6.7% | +18.0% | +22.8% |
| 30D | +12.7% | +25.4% | -12.7% | +6.4% |
| 3M | -4.0% | +16.9% | -21.0% | -7.7% |
| 6M | -8.7% | +46.6% | -55.2% | -17.3% |
| YTD | -3.9% | +22.4% | -26.3% | -13.2% |
| All | -1.6% | +22.9% | -24.5% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling