-21.0%
MDLN vs ALLY
-4.3%
-16.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.7% | -5.0% |
| 7D | -11.5% | -3.3% | -8.2% | -10.9% |
| 30D | -7.6% | -4.1% | -3.5% | -6.8% |
| 3M | -11.4% | +1.4% | -12.7% | -10.5% |
| 6M | -24.5% | +14.4% | -38.8% | -24.0% |
| YTD | -22.9% | -4.9% | -18.0% | -26.9% |
| All | -21.0% | -4.3% | -16.7% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling