-1.6%
MDLN vs BAX
+39.7%
-41.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +4.0% | +14.4% | +16.9% |
| 7D | +24.7% | +4.1% | +20.6% | +22.8% |
| 30D | +12.7% | +9.4% | +3.3% | +9.3% |
| 3M | -4.0% | -6.5% | +2.5% | -2.4% |
| 6M | -8.7% | +59.6% | -68.3% | -17.2% |
| YTD | -3.9% | +38.9% | -42.8% | -6.6% |
| All | -1.6% | +39.7% | -41.3% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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