-20.7%
MDLN vs CFG
+23.2%
-43.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.1% |
| 7D | -11.1% | -0.4% | -10.7% | -10.9% |
| 30D | -8.4% | -4.6% | -3.7% | -6.7% |
| 3M | -12.4% | +6.7% | -19.0% | -13.2% |
| 6M | -23.3% | +22.1% | -45.4% | -25.9% |
| YTD | -22.5% | +23.2% | -45.7% | -22.3% |
| All | -20.7% | +23.2% | -43.9% | -20.5% |
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