-20.7%
MDLN vs AMCR
+6.5%
-27.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.8% |
| 7D | -11.1% | -6.3% | -4.8% | -9.6% |
| 30D | -8.4% | -7.8% | -0.6% | -6.5% |
| 3M | -12.4% | +7.5% | -19.9% | -12.4% |
| 6M | -23.3% | +2.7% | -25.9% | -23.3% |
| YTD | -22.5% | +6.0% | -28.6% | -19.4% |
| All | -20.7% | +6.5% | -27.2% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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