-3.3%
MDLN vs CF
+55.4%
-58.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.2% |
| 7D | +23.4% | -3.2% | +26.6% | +23.2% |
| 30D | +11.8% | +4.3% | +7.5% | +13.0% |
| 3M | +14.9% | +2.8% | +12.1% | +16.4% |
| 6M | -5.6% | +0.6% | -6.3% | -4.6% |
| YTD | -5.6% | +56.6% | -62.2% | +12.9% |
| All | -3.3% | +55.4% | -58.7% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling