-15.4%
MDLN vs CAG
-9.5%
-5.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.4% | -3.8% | -4.9% |
| 7D | -1.2% | -5.3% | +4.1% | -0.3% |
| 30D | -1.5% | +1.0% | -2.5% | -1.8% |
| 3M | +2.6% | +17.4% | -14.7% | +0.8% |
| 6M | -20.9% | -16.8% | -4.0% | -25.9% |
| YTD | -17.4% | -6.8% | -10.6% | -19.0% |
| All | -15.4% | -9.5% | -5.9% | -18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling