-20.7%
MDLN vs BR
-24.8%
+4.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -11.1% | -3.0% | -8.1% | -10.1% |
| 30D | -8.4% | -0.3% | -8.1% | -8.3% |
| 3M | -12.4% | +17.3% | -29.7% | -16.8% |
| 6M | -23.3% | -6.7% | -16.6% | -22.7% |
| YTD | -22.5% | -23.4% | +0.9% | -17.5% |
| All | -20.7% | -24.8% | +4.2% | -14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling