-21.0%
MDLN vs CHD
+10.4%
-31.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.6% | -4.4% |
| 7D | -11.5% | -4.7% | -6.8% | -9.8% |
| 30D | -7.6% | -8.3% | +0.8% | -4.7% |
| 3M | -11.4% | -4.0% | -7.3% | -10.1% |
| 6M | -24.5% | -6.5% | -17.9% | -21.9% |
| YTD | -22.9% | +13.1% | -36.0% | -29.1% |
| All | -21.0% | +10.4% | -31.4% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling