-3.7%
MDLN vs COO
-24.2%
+20.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.7% |
| 7D | -0.4% | +0.5% | -0.9% | -0.7% |
| 30D | +9.9% | +14.2% | -4.3% | +3.5% |
| 3M | +10.9% | -18.2% | +29.1% | +22.2% |
| 6M | +2.0% | +5.3% | -3.4% | +0.6% |
| YTD | -6.0% | -23.6% | +17.5% | +1.5% |
| All | -3.7% | -24.2% | +20.4% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling