-15.4%
MDLN vs ALLE
-0.8%
-14.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.5% | -5.0% |
| 7D | -1.2% | +2.8% | -4.0% | -1.9% |
| 30D | -1.5% | -7.6% | +6.1% | +0.6% |
| 3M | +2.6% | +22.8% | -20.1% | -2.7% |
| 6M | -20.9% | +4.6% | -25.5% | -23.3% |
| YTD | -17.4% | -1.2% | -16.2% | -21.2% |
| All | -15.4% | -0.8% | -14.6% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling