-10.8%
MDLN vs BG
+30.4%
-41.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | -0.2% |
| 7D | +3.7% | +2.8% | +0.9% | +4.2% |
| 30D | -0.2% | +12.0% | -12.2% | +1.6% |
| 3M | +6.2% | -7.7% | +13.9% | +6.6% |
| 6M | -14.7% | +4.5% | -19.2% | -12.7% |
| YTD | -12.9% | +35.7% | -48.6% | -3.2% |
| All | -10.8% | +30.4% | -41.1% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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