-21.0%
MDLN vs CNH
+43.0%
-64.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -4.4% |
| 7D | -11.5% | -2.5% | -9.0% | -11.0% |
| 30D | -7.6% | +27.0% | -34.6% | -10.2% |
| 3M | -11.4% | +32.6% | -44.0% | -13.7% |
| 6M | -24.5% | +23.6% | -48.0% | -25.8% |
| YTD | -22.9% | +47.8% | -70.7% | -22.7% |
| All | -21.0% | +43.0% | -64.0% | -20.9% |
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