-20.7%
MDLN vs AU
+26.9%
-47.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | -11.1% | -4.3% | -6.8% | -11.0% |
| 30D | -8.4% | +7.3% | -15.7% | -8.4% |
| 3M | -12.4% | +26.3% | -38.7% | -12.6% |
| 6M | -23.3% | +1.8% | -25.0% | -22.1% |
| YTD | -22.5% | +26.8% | -49.4% | -26.8% |
| All | -20.7% | +26.9% | -47.5% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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