-10.8%
MDLN vs BAX
+36.1%
-46.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | +3.7% | -1.1% | +4.9% | +4.1% |
| 30D | -0.2% | -5.5% | +5.2% | +1.4% |
| 3M | +6.2% | +33.5% | -27.3% | -0.2% |
| 6M | -14.7% | +35.9% | -50.5% | -20.8% |
| YTD | -12.9% | +35.4% | -48.2% | -14.3% |
| All | -10.8% | +36.1% | -46.9% | -12.7% |
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