-17.0%
MDLN vs AMC
+26.8%
-43.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | -1.8% |
| 7D | -6.2% | -6.8% | +0.6% | -6.1% |
| 30D | +0.7% | +1.7% | -0.9% | +0.7% |
| 3M | -5.4% | +26.8% | -32.2% | -6.3% |
| 6M | -21.6% | +117.7% | -139.3% | -25.6% |
| YTD | -18.9% | +57.7% | -76.6% | -21.3% |
| All | -17.0% | +26.8% | -43.8% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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