-2.5%
MDLN vs CF
+62.6%
-65.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.4% | -6.5% | -4.9% |
| 7D | +0.6% | +5.4% | -4.8% | +1.7% |
| 30D | +12.0% | +6.5% | +5.4% | +13.8% |
| 3M | +12.6% | +4.6% | +8.0% | +14.6% |
| 6M | +3.7% | -3.3% | +7.0% | +4.5% |
| YTD | -4.8% | +63.9% | -68.7% | +15.0% |
| All | -2.5% | +62.6% | -65.1% | +17.1% |
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