-21.0%
MDLN vs BBY
+26.1%
-47.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -4.9% | -4.9% |
| 7D | -11.5% | +0.7% | -12.2% | -11.5% |
| 30D | -7.6% | +5.8% | -13.3% | -8.2% |
| 3M | -11.4% | +18.0% | -29.4% | -12.3% |
| 6M | -24.5% | +39.8% | -64.3% | -24.9% |
| YTD | -22.9% | +35.4% | -58.3% | -23.2% |
| All | -21.0% | +26.1% | -47.1% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 all: compounded portfolio wealth divided by compounded BBY 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…
all analysis · Full analysis span regression · 6 months rolling