-20.7%
MDLN vs BG
+34.4%
-55.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +0.1% |
| 7D | -11.1% | +3.1% | -14.2% | -10.5% |
| 30D | -8.4% | +10.2% | -18.6% | -6.8% |
| 3M | -12.4% | -1.7% | -10.7% | -11.3% |
| 6M | -23.3% | +1.0% | -24.2% | -21.5% |
| YTD | -22.5% | +39.9% | -62.5% | -13.4% |
| All | -20.7% | +34.4% | -55.1% | -12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling