-20.7%
MDLN vs CAPR
-67.6%
+46.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.4% |
| 7D | -11.1% | -11.0% | -0.1% | -10.9% |
| 30D | -8.4% | +99.8% | -108.1% | -10.2% |
| 3M | -12.4% | -66.6% | +54.2% | -11.8% |
| 6M | -23.3% | -75.1% | +51.8% | -19.9% |
| YTD | -22.5% | -71.0% | +48.5% | -19.3% |
| All | -20.7% | -67.6% | +46.9% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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