-1.6%
MDLN vs COMP
-8.6%
+7.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +7.7% | +10.6% | +17.9% |
| 7D | +24.7% | +9.5% | +15.2% | +24.1% |
| 30D | +12.7% | +8.1% | +4.6% | +12.2% |
| 3M | -4.0% | -16.3% | +12.3% | -4.1% |
| 6M | -8.7% | +42.2% | -50.9% | -7.1% |
| YTD | -3.9% | -5.0% | +1.1% | +0.4% |
| All | -1.6% | -8.6% | +7.1% | +3.1% |
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