-1.6%
MDLN vs BR
-15.2%
+13.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +3.0% | +15.4% | +17.2% |
| 7D | +24.7% | +7.0% | +17.7% | +22.0% |
| 30D | +12.7% | +19.0% | -6.3% | +6.6% |
| 3M | -4.0% | +13.1% | -17.1% | -7.8% |
| 6M | -8.7% | +24.6% | -33.3% | -15.3% |
| YTD | -3.9% | -13.6% | +9.7% | -1.7% |
| All | -1.6% | -15.2% | +13.6% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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