-0.7%
MDLN vs ALLE
+21.5%
-22.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.1% | +1.9% |
| 7D | +21.1% | -0.6% | +21.7% | +21.3% |
| 30D | +12.3% | +26.6% | -14.3% | +5.7% |
| 3M | +15.6% | +13.2% | +2.4% | +12.2% |
| 6M | +3.0% | +42.9% | -39.9% | -6.3% |
| YTD | -3.1% | +21.0% | -24.1% | -12.2% |
| All | -0.7% | +21.5% | -22.2% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling