-2.5%
MDLN vs AR
+14.9%
-17.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.3% | -6.5% | -4.9% |
| 7D | +0.6% | +6.4% | -5.9% | +1.6% |
| 30D | +12.0% | +3.1% | +8.9% | +12.0% |
| 3M | +12.6% | +3.3% | +9.3% | +12.5% |
| 6M | +3.7% | +6.6% | -2.8% | +4.4% |
| YTD | -4.8% | +12.3% | -17.1% | -3.9% |
| All | -2.5% | +14.9% | -17.4% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling