-21.0%
MDLN vs CP
+21.5%
-42.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.5% | -4.7% |
| 7D | -11.5% | -2.7% | -8.8% | -11.1% |
| 30D | -7.6% | -3.4% | -4.2% | -7.2% |
| 3M | -11.4% | -0.6% | -10.7% | -11.3% |
| 6M | -24.5% | +6.3% | -30.8% | -24.6% |
| YTD | -22.9% | +21.2% | -44.1% | -22.3% |
| All | -21.0% | +21.5% | -42.5% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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