-20.7%
MDLN vs AR
+14.1%
-34.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.4% |
| 7D | -11.1% | -2.5% | -8.6% | -11.2% |
| 30D | -8.4% | +2.5% | -10.9% | -8.3% |
| 3M | -12.4% | +12.3% | -24.7% | -11.7% |
| 6M | -23.3% | -3.1% | -20.1% | -23.0% |
| YTD | -22.5% | +11.5% | -34.1% | -21.6% |
| All | -20.7% | +14.1% | -34.7% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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