-10.8%
MDLN vs COMP
+1.2%
-11.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +3.7% | +1.4% | +2.3% | +3.7% |
| 30D | -0.2% | -13.3% | +13.1% | -0.3% |
| 3M | +6.2% | +41.1% | -34.9% | +8.0% |
| 6M | -14.7% | +17.2% | -31.8% | -13.1% |
| YTD | -12.9% | +5.2% | -18.1% | -8.7% |
| All | -10.8% | +1.2% | -11.9% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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