-15.4%
MDLN vs AME
+19.0%
-34.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.2% | -5.2% |
| 7D | -1.2% | +2.8% | -4.0% | -1.7% |
| 30D | -1.5% | -6.3% | +4.7% | -0.4% |
| 3M | +2.6% | +5.4% | -2.8% | +1.9% |
| 6M | -20.9% | +7.4% | -28.3% | -22.0% |
| YTD | -17.4% | +16.2% | -33.6% | -10.1% |
| All | -15.4% | +19.0% | -34.4% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 all: compounded portfolio wealth divided by compounded AME 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…
all analysis · Full analysis span regression · 6 months rolling