+7.4%
MDLN vs ALLE
+43.6%
-36.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.2% | +2.8% |
| 7D | +4.5% | -0.8% | +5.3% | +4.8% |
| 30D | +17.9% | +27.4% | -9.5% | +8.5% |
| 3M | +20.3% | +13.8% | +6.5% | +16.0% |
| 6M | +7.4% | +45.5% | -38.1% | -8.0% |
| All | +7.4% | +43.6% | -36.2% | -8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling