-15.4%
MDLN vs ALLY
-4.0%
-11.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.3% | -1.9% | -4.5% |
| 7D | -1.2% | +1.0% | -2.2% | -1.3% |
| 30D | -1.5% | -3.3% | +1.8% | -0.9% |
| 3M | +2.6% | +0.5% | +2.2% | +3.5% |
| 6M | -20.9% | +12.6% | -33.4% | -20.6% |
| YTD | -17.4% | -4.7% | -12.7% | -21.8% |
| All | -15.4% | -4.0% | -11.4% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling