-20.7%
MDLN vs CAI
-12.0%
-8.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.4% |
| 7D | -11.1% | -2.9% | -8.2% | -10.9% |
| 30D | -8.4% | +9.3% | -17.7% | -8.7% |
| 3M | -12.4% | +35.2% | -47.6% | -13.4% |
| 6M | -23.3% | +30.7% | -54.0% | -24.1% |
| YTD | -22.5% | -9.8% | -12.8% | -26.8% |
| All | -20.7% | -12.0% | -8.6% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling