-21.0%
MDLN vs BAX
+27.4%
-48.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -4.6% |
| 7D | -11.5% | -5.4% | -6.0% | -9.9% |
| 30D | -7.6% | -12.4% | +4.8% | -3.8% |
| 3M | -11.4% | +19.1% | -30.5% | -14.3% |
| 6M | -24.5% | +38.6% | -63.1% | -28.9% |
| YTD | -22.9% | +26.7% | -49.6% | -22.6% |
| All | -21.0% | +27.4% | -48.4% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling