+2.8%
MDLN vs CP
+28.5%
-25.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +4.5% | -0.7% | +5.2% | +4.7% |
| 30D | +17.9% | +9.6% | +8.3% | +15.9% |
| 3M | +20.3% | +2.2% | +18.1% | +19.4% |
| 6M | +7.4% | +11.1% | -3.7% | +6.1% |
| YTD | +0.4% | +28.2% | -27.8% | 0.0% |
| All | +2.8% | +28.5% | -25.6% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling