-20.7%
MDLN vs CRBG
+11.6%
-32.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.3% |
| 7D | -11.1% | +0.6% | -11.7% | -11.1% |
| 30D | -8.4% | +2.6% | -11.0% | -8.6% |
| 3M | -12.4% | +24.0% | -36.4% | -14.6% |
| 6M | -23.3% | +50.5% | -73.8% | -27.1% |
| YTD | -22.5% | +17.1% | -39.7% | -26.2% |
| All | -20.7% | +11.6% | -32.2% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 all: compounded portfolio wealth divided by compounded CRBG 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…
all analysis · Full analysis span regression · 6 months rolling