-3.7%
MDLN vs CPB
-15.3%
+11.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.4% | -2.6% |
| 7D | -0.4% | -1.6% | +1.1% | +0.2% |
| 30D | +9.9% | +19.2% | -9.4% | +3.1% |
| 3M | +10.9% | -0.9% | +11.9% | +11.1% |
| 6M | +2.0% | +15.2% | -13.3% | -2.4% |
| YTD | -6.0% | -13.1% | +7.1% | -7.0% |
| All | -3.7% | -15.3% | +11.6% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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