-10.8%
MDLN vs AUR
+53.1%
-63.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +3.7% | +8.7% | -5.0% | +3.1% |
| 30D | -0.2% | -5.2% | +5.0% | -0.1% |
| 3M | +6.2% | -7.3% | +13.5% | +6.8% |
| 6M | -14.7% | +41.2% | -55.9% | -17.8% |
| YTD | -12.9% | +65.1% | -78.0% | -16.4% |
| All | -10.8% | +53.1% | -63.9% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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