-1.6%
MDLN vs BNS
+36.2%
-37.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +3.0% | +15.4% | +17.3% |
| 7D | +24.7% | +2.0% | +22.7% | +23.8% |
| 30D | +12.7% | +7.8% | +4.9% | +10.5% |
| 3M | -4.0% | +11.7% | -15.7% | -6.9% |
| 6M | -8.7% | +28.2% | -36.9% | -15.2% |
| YTD | -3.9% | +34.8% | -38.7% | -11.9% |
| All | -1.6% | +36.2% | -37.7% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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