-2.5%
MDLN vs CFG
+14.3%
-16.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.8% | -4.4% | -4.9% |
| 7D | +0.6% | +1.6% | -1.1% | 0.0% |
| 30D | +12.0% | +3.3% | +8.7% | +10.9% |
| 3M | +12.6% | -11.5% | +24.2% | +17.4% |
| 6M | +3.7% | +6.2% | -2.5% | +3.8% |
| YTD | -4.8% | +14.3% | -19.1% | -2.2% |
| All | -2.5% | +14.3% | -16.8% | +0.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling