-1.6%
MDLN vs CF
+45.4%
-47.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -4.4% | +22.8% | +17.4% |
| 7D | +24.7% | -6.9% | +31.5% | +23.1% |
| 30D | +12.7% | -3.7% | +16.5% | +12.0% |
| 3M | -4.0% | -5.0% | +0.9% | -4.4% |
| 6M | -8.7% | -10.5% | +1.8% | -9.8% |
| YTD | -3.9% | +46.5% | -50.4% | +13.2% |
| All | -1.6% | +45.4% | -47.0% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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