-10.8%
MDLN vs CRL
+48.3%
-59.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.3% |
| 7D | +3.7% | -1.0% | +4.7% | +3.9% |
| 30D | -0.2% | +10.7% | -10.9% | -1.9% |
| 3M | +6.2% | +55.3% | -49.1% | -4.1% |
| 6M | -14.7% | +60.7% | -75.3% | -24.6% |
| YTD | -12.9% | +44.6% | -57.5% | -24.0% |
| All | -10.8% | +48.3% | -59.0% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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