-24.5%
MDLN vs BG
+2.5%
-27.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -4.7% |
| 7D | -11.5% | +3.7% | -15.2% | -10.6% |
| 30D | -7.6% | +12.3% | -19.9% | -5.2% |
| 3M | -11.4% | -2.2% | -9.1% | -9.6% |
| 6M | -24.5% | +5.3% | -29.8% | -20.7% |
| All | -24.5% | +2.5% | -27.0% | -20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling