-10.8%
MDLN vs BOXX
+2.9%
-13.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | -0.4% |
| 7D | +3.7% | +0.1% | +3.7% | +3.1% |
| 30D | -0.2% | +0.4% | -0.6% | -3.9% |
| 3M | +6.2% | +1.0% | +5.2% | -3.3% |
| 6M | -14.7% | +2.0% | -16.6% | -27.6% |
| YTD | -12.9% | +2.6% | -15.5% | -30.6% |
| All | -10.8% | +2.9% | -13.6% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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