-10.8%
MDLN vs BR
-22.5%
+11.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +1.1% |
| 7D | +3.7% | -5.3% | +9.0% | +5.6% |
| 30D | -0.2% | +6.4% | -6.7% | -2.6% |
| 3M | +6.2% | +13.6% | -7.4% | +1.1% |
| 6M | -14.7% | -6.7% | -8.0% | -14.4% |
| YTD | -12.9% | -21.1% | +8.2% | -8.2% |
| All | -10.8% | -22.5% | +11.8% | -4.9% |
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