-1.6%
MDLN vs ALM
+8.7%
-10.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +1.2% | +17.2% | +18.4% |
| 7D | +24.7% | -6.4% | +31.0% | +24.6% |
| 30D | +12.7% | -35.0% | +47.7% | +12.6% |
| 3M | -4.0% | -33.8% | +29.8% | -4.0% |
| 6M | -8.7% | -55.0% | +46.3% | -8.7% |
| YTD | -3.9% | -0.2% | -3.7% | +0.5% |
| All | -1.6% | +8.7% | -10.2% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling