-20.7%
MDLN vs BN
-15.0%
-5.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -11.1% | -5.2% | -5.9% | -9.5% |
| 30D | -8.4% | -14.5% | +6.1% | -3.9% |
| 3M | -12.4% | -15.0% | +2.6% | -8.1% |
| 6M | -23.3% | -5.4% | -17.9% | -21.0% |
| YTD | -22.5% | -16.4% | -6.1% | -20.0% |
| All | -20.7% | -15.0% | -5.6% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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