-1.6%
MDLN vs CAG
-9.4%
+7.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +6.0% | +12.4% | +16.7% |
| 7D | +24.7% | +9.7% | +15.0% | +22.1% |
| 30D | +12.7% | +15.8% | -3.1% | +9.3% |
| 3M | -4.0% | +1.8% | -5.8% | -4.7% |
| 6M | -8.7% | +11.5% | -20.2% | -10.8% |
| YTD | -3.9% | -6.7% | +2.8% | -6.1% |
| All | -1.6% | -9.4% | +7.9% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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