-10.8%
MDLN vs CAI
-9.4%
-1.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +3.7% | -2.2% | +5.9% | +3.8% |
| 30D | -0.2% | +52.4% | -52.6% | -2.5% |
| 3M | +6.2% | +45.1% | -38.9% | +4.2% |
| 6M | -14.7% | +26.2% | -40.9% | -16.3% |
| YTD | -12.9% | -7.1% | -5.8% | -17.8% |
| All | -10.8% | -9.4% | -1.4% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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