-10.8%
MDLN vs CG
-17.5%
+6.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | +3.7% | -4.3% | +8.0% | +4.9% |
| 30D | -0.2% | -5.1% | +4.9% | +1.0% |
| 3M | +6.2% | +8.7% | -2.5% | +4.6% |
| 6M | -14.7% | -9.2% | -5.4% | -14.3% |
| YTD | -12.9% | -18.9% | +6.0% | -11.3% |
| All | -10.8% | -17.5% | +6.7% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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