-0.2%
MDLN vs AR
+11.7%
-11.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.3% | -1.1% | +3.9% |
| 7D | +20.0% | -5.8% | +25.8% | +18.9% |
| 30D | +12.8% | +4.8% | +8.0% | +12.5% |
| 3M | +21.0% | +1.5% | +19.5% | +20.3% |
| 6M | +3.5% | +4.7% | -1.2% | +3.7% |
| YTD | -2.6% | +9.2% | -11.8% | -2.2% |
| All | -0.2% | +11.7% | -11.9% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling