-3.7%
MDLN vs CP
+29.0%
-32.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -0.4% | +2.1% | -2.6% | -1.1% |
| 30D | +9.9% | +9.3% | +0.5% | +8.0% |
| 3M | +10.9% | +0.5% | +10.5% | +10.2% |
| 6M | +2.0% | +10.4% | -8.5% | +0.6% |
| YTD | -6.0% | +28.7% | -34.7% | -6.5% |
| All | -3.7% | +29.0% | -32.7% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling