-21.0%
MDLN vs BAH
-8.9%
-12.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.8% | -9.7% | -5.3% |
| 7D | -11.5% | +2.4% | -13.9% | -11.7% |
| 30D | -7.6% | -2.9% | -4.6% | -7.2% |
| 3M | -11.4% | -1.3% | -10.0% | -12.0% |
| 6M | -24.5% | -0.9% | -23.6% | -25.1% |
| YTD | -22.9% | -8.2% | -14.6% | -18.6% |
| All | -21.0% | -8.9% | -12.1% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling