-1.6%
MDLN vs CNH
+24.1%
-25.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -0.2% | +18.5% | +18.4% |
| 7D | +24.7% | +6.5% | +18.2% | +23.5% |
| 30D | +12.7% | -12.0% | +24.7% | +14.7% |
| 3M | -4.0% | +4.4% | -8.4% | -4.4% |
| 6M | -8.7% | +15.7% | -24.4% | -9.2% |
| YTD | -3.9% | +28.2% | -32.2% | -1.9% |
| All | -1.6% | +24.1% | -25.6% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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