-20.7%
MDLN vs BAH
-8.6%
-12.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -11.1% | +4.3% | -15.4% | -11.4% |
| 30D | -8.4% | -2.5% | -5.9% | -8.1% |
| 3M | -12.4% | -0.9% | -11.5% | -13.1% |
| 6M | -23.3% | +1.5% | -24.7% | -23.9% |
| YTD | -22.5% | -8.0% | -14.6% | -18.2% |
| All | -20.7% | -8.6% | -12.1% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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