-17.0%
MDLN vs ALLE
-3.5%
-13.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +0.9% | -1.0% |
| 7D | -6.2% | -2.2% | -4.0% | -5.6% |
| 30D | +0.7% | -8.3% | +9.0% | +3.2% |
| 3M | -5.4% | +16.3% | -21.7% | -9.1% |
| 6M | -21.6% | +1.8% | -23.4% | -23.4% |
| YTD | -18.9% | -3.9% | -15.0% | -22.1% |
| All | -17.0% | -3.5% | -13.4% | -20.3% |
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