-17.0%
MDLN vs BTSG
+70.7%
-87.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.8% |
| 7D | -6.2% | +2.9% | -9.1% | -6.4% |
| 30D | +0.7% | +0.9% | -0.2% | +0.7% |
| 3M | -5.4% | +1.6% | -7.1% | -6.3% |
| 6M | -21.6% | +46.8% | -68.4% | -26.3% |
| YTD | -18.9% | +65.5% | -84.5% | -24.4% |
| All | -17.0% | +70.7% | -87.6% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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