-20.7%
MDLN vs ALM
+91.5%
-112.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +7.0% | +0.4% |
| 7D | -11.1% | -11.8% | +0.7% | -11.0% |
| 30D | -8.4% | +7.8% | -16.2% | -8.3% |
| 3M | -12.4% | -9.3% | -3.1% | -12.4% |
| 6M | -23.3% | -30.5% | +7.2% | -23.8% |
| YTD | -22.5% | +75.8% | -98.4% | -19.0% |
| All | -20.7% | +91.5% | -112.1% | -16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling