-15.4%
MDLN vs AS
-26.2%
+10.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.8% | -2.3% | -4.7% |
| 7D | -1.2% | -2.6% | +1.4% | -0.8% |
| 30D | -1.5% | -22.1% | +20.6% | +2.3% |
| 3M | +2.6% | -15.3% | +18.0% | +4.8% |
| 6M | -20.9% | -15.6% | -5.3% | -19.7% |
| YTD | -17.4% | -23.2% | +5.8% | -14.9% |
| All | -15.4% | -26.2% | +10.9% | -12.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling