-21.0%
MDLN vs COO
-34.4%
+13.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -14.7% | +9.8% | +1.9% |
| 7D | -11.5% | -23.3% | +11.8% | +0.2% |
| 30D | -7.6% | -29.5% | +21.9% | +9.1% |
| 3M | -11.4% | -20.0% | +8.6% | -1.5% |
| 6M | -24.5% | -27.2% | +2.7% | -13.8% |
| YTD | -22.9% | -33.9% | +11.0% | -10.9% |
| All | -21.0% | -34.4% | +13.4% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling