-15.4%
MDLN vs CF
+74.9%
-90.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.7% | -5.9% | -5.1% |
| 7D | -1.2% | -0.9% | -0.3% | -1.3% |
| 30D | -1.5% | +18.1% | -19.6% | +1.4% |
| 3M | +2.6% | +23.4% | -20.7% | +6.2% |
| 6M | -20.9% | +17.1% | -37.9% | -17.4% |
| YTD | -17.4% | +76.2% | -93.6% | +0.1% |
| All | -15.4% | +74.9% | -90.3% | +1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling