-20.7%
MDLN vs BAX
+25.4%
-46.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.9% |
| 7D | -11.1% | -7.9% | -3.2% | -8.8% |
| 30D | -8.4% | -11.7% | +3.3% | -4.9% |
| 3M | -12.4% | +16.2% | -28.6% | -14.8% |
| 6M | -23.3% | +32.0% | -55.2% | -27.3% |
| YTD | -22.5% | +24.7% | -47.3% | -21.8% |
| All | -20.7% | +25.4% | -46.1% | -20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling