-10.8%
MDLN vs CFG
+23.8%
-34.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +3.7% | +1.5% | +2.2% | +3.1% |
| 30D | -0.2% | -3.8% | +3.6% | +1.3% |
| 3M | +6.2% | +11.5% | -5.3% | +4.2% |
| 6M | -14.7% | +19.2% | -33.9% | -17.6% |
| YTD | -12.9% | +23.7% | -36.6% | -12.8% |
| All | -10.8% | +23.8% | -34.5% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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