-3.7%
MDLN vs CNH
+26.2%
-29.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -0.4% | +3.0% | -3.5% | -0.9% |
| 30D | +9.9% | -0.6% | +10.4% | +9.9% |
| 3M | +10.9% | +14.6% | -3.7% | +9.2% |
| 6M | +2.0% | +11.8% | -9.8% | +1.8% |
| YTD | -6.0% | +30.4% | -36.4% | -4.3% |
| All | -3.7% | +26.2% | -29.9% | -2.0% |
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