-15.4%
MDLN vs BN
-12.7%
-2.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.6% | -2.6% | -4.4% |
| 7D | -1.2% | -1.2% | 0.0% | -0.8% |
| 30D | -1.5% | -10.9% | +9.4% | +2.0% |
| 3M | +2.6% | -11.1% | +13.7% | +6.3% |
| 6M | -20.9% | -4.4% | -16.5% | -19.3% |
| YTD | -17.4% | -14.1% | -3.3% | -15.5% |
| All | -15.4% | -12.7% | -2.7% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling