-10.8%
MDLN vs CHD
+15.8%
-26.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.7% | -2.7% | +6.4% | +4.7% |
| 30D | -0.2% | -4.6% | +4.4% | +1.3% |
| 3M | +6.2% | +5.0% | +1.2% | +5.4% |
| 6M | -14.7% | -3.2% | -11.5% | -12.9% |
| YTD | -12.9% | +18.6% | -31.5% | -21.4% |
| All | -10.8% | +15.8% | -26.5% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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