+2.8%
MDLN vs COMP
-6.6%
+9.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.4% | +2.9% |
| 7D | +4.5% | +2.2% | +2.3% | +4.3% |
| 30D | +17.9% | +16.3% | +1.6% | +17.1% |
| 3M | +20.3% | -19.1% | +39.5% | +19.8% |
| 6M | +7.4% | +17.1% | -9.7% | +8.5% |
| YTD | +0.4% | -2.9% | +3.3% | +4.7% |
| All | +2.8% | -6.6% | +9.5% | +7.5% |
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