-17.0%
MDLN vs COO
-23.2%
+6.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.2% | +4.4% | +1.3% |
| 7D | -6.2% | -9.0% | +2.8% | -1.6% |
| 30D | +0.7% | -16.8% | +17.5% | +10.6% |
| 3M | -5.4% | -7.5% | +2.0% | -1.4% |
| 6M | -21.6% | -16.3% | -5.3% | -16.3% |
| YTD | -18.9% | -22.5% | +3.6% | -12.5% |
| All | -17.0% | -23.2% | +6.2% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling