-10.8%
MDLN vs AS
-24.1%
+13.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -0.5% |
| 7D | +3.7% | -4.9% | +8.6% | +4.5% |
| 30D | -0.2% | -19.6% | +19.4% | +3.2% |
| 3M | +6.2% | -14.4% | +20.6% | +8.3% |
| 6M | -14.7% | -20.1% | +5.5% | -12.3% |
| YTD | -12.9% | -20.9% | +8.1% | -10.7% |
| All | -10.8% | -24.1% | +13.3% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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