-15.4%
MDLN vs AR
+16.0%
-31.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.8% | -4.4% | -5.2% |
| 7D | -1.2% | -1.8% | +0.6% | -1.3% |
| 30D | -1.5% | +12.6% | -14.1% | -1.0% |
| 3M | +2.6% | +10.0% | -7.4% | +3.5% |
| 6M | -20.9% | +0.6% | -21.5% | -20.4% |
| YTD | -17.4% | +13.4% | -30.8% | -16.4% |
| All | -15.4% | +16.0% | -31.4% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling