-21.0%
MDLN vs CG
-24.3%
+3.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.4% | -2.5% | -4.2% |
| 7D | -11.5% | -9.8% | -1.7% | -8.9% |
| 30D | -7.6% | -10.3% | +2.7% | -4.9% |
| 3M | -11.4% | -1.7% | -9.7% | -10.3% |
| 6M | -24.5% | -9.8% | -14.7% | -22.5% |
| YTD | -22.9% | -25.6% | +2.7% | -19.6% |
| All | -21.0% | -24.3% | +3.3% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling