-1.6%
MDLN vs AS
-17.6%
+16.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +5.1% | +13.2% | +17.1% |
| 7D | +24.7% | +13.8% | +10.9% | +21.5% |
| 30D | +12.7% | +16.7% | -4.0% | +9.3% |
| 3M | -4.0% | -11.5% | +7.5% | -2.9% |
| 6M | -8.7% | -5.5% | -3.2% | -9.4% |
| YTD | -3.9% | -14.2% | +10.3% | -3.4% |
| All | -1.6% | -17.6% | +16.0% | -1.0% |
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